+71.1%
CRWD vs COP
+63.9%
+7.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.2% |
| 7D | +4.5% | +4.4% | +0.1% | +5.2% |
| 30D | -9.1% | 0.0% | -9.1% | -8.9% |
| 3M | +0.5% | +15.0% | -14.5% | +3.3% |
| 6M | +61.1% | +22.0% | +39.1% | +68.0% |
| YTD | +93.4% | +55.3% | +38.0% | +108.8% |
| 1Y | +71.1% | +64.1% | +7.0% | +84.7% |
| All | +71.1% | +63.9% | +7.2% | +84.7% |
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