+106.7%
CRWD vs COP
+46.5%
+60.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -1.0% |
| 7D | -2.4% | +3.0% | -5.4% | -2.0% |
| 30D | +1.5% | +17.5% | -15.9% | +3.2% |
| 3M | +18.5% | +13.4% | +5.2% | +21.1% |
| 6M | +109.1% | +17.7% | +91.4% | +112.9% |
| YTD | +81.8% | +46.6% | +35.3% | +89.0% |
| 1Y | +106.7% | +44.6% | +62.1% | +110.1% |
| All | +106.7% | +46.5% | +60.2% | +110.1% |
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