+382.4%
CRWD vs COP
+21.4%
+361.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | +2.2% | -0.5% | +2.6% | +2.2% |
| 30D | -7.7% | +11.7% | -19.4% | -9.7% |
| 3M | +28.9% | +17.7% | +11.2% | +24.6% |
| 6M | +91.5% | +18.3% | +73.2% | +83.9% |
| YTD | +77.3% | +49.1% | +28.3% | +59.8% |
| 1Y | +96.3% | +53.3% | +43.0% | +74.5% |
| All | +382.4% | +21.4% | +361.0% | +343.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling