+1,462.8%
CRWD vs COP
+215.3%
+1,247.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | +4.5% | +4.4% | +0.1% | +3.6% |
| 30D | -9.1% | 0.0% | -9.1% | -9.2% |
| 3M | +0.5% | +15.0% | -14.5% | -2.8% |
| 6M | +61.1% | +22.0% | +39.1% | +53.3% |
| YTD | +93.4% | +55.3% | +38.0% | +73.5% |
| 1Y | +71.1% | +64.1% | +7.0% | +51.3% |
| 3Y | +351.1% | +34.1% | +317.0% | +312.0% |
| 5Y | +218.8% | +133.4% | +85.5% | +155.0% |
| All | +1,462.8% | +215.3% | +1,247.6% | +1,024.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling