+80.6%
CRWD vs COP
+61.7%
+18.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -2.3% |
| 7D | -9.6% | -8.1% | -1.5% | -10.7% |
| 30D | -11.6% | +6.7% | -18.3% | -10.3% |
| 3M | +14.1% | +16.9% | -2.8% | +16.9% |
| 6M | +105.4% | +11.2% | +94.3% | +112.8% |
| YTD | +105.6% | +49.5% | +56.1% | +116.7% |
| 1Y | +80.6% | +60.7% | +19.9% | +87.9% |
| All | +80.6% | +61.7% | +18.9% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling