+1,325.8%
CRWD vs COP
+204.3%
+1,121.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -3.0% | +2.3% | -5.3% | -3.4% |
| 30D | -6.8% | +8.6% | -15.4% | -8.5% |
| 3M | +19.6% | +19.9% | -0.3% | +14.6% |
| 6M | +87.1% | +19.0% | +68.1% | +78.8% |
| YTD | +76.4% | +50.0% | +26.5% | +59.8% |
| 1Y | +90.8% | +50.5% | +40.3% | +72.1% |
| 3Y | +380.0% | +25.2% | +354.8% | +345.1% |
| 5Y | +215.6% | +194.3% | +21.4% | +140.3% |
| All | +1,325.8% | +204.3% | +1,121.5% | +935.8% |
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