+1,348.4%
CRWD vs COP
+199.2%
+1,149.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -2.3% | -0.8% | -1.5% | -2.2% |
| 30D | -2.1% | +15.6% | -17.6% | -5.1% |
| 3M | +27.5% | +14.3% | +13.2% | +23.3% |
| 6M | +95.8% | +17.0% | +78.8% | +87.8% |
| YTD | +79.2% | +47.4% | +31.8% | +62.9% |
| 1Y | +96.3% | +52.4% | +43.8% | +76.4% |
| 3Y | +399.8% | +20.8% | +379.0% | +366.8% |
| 5Y | +216.7% | +191.7% | +25.1% | +141.5% |
| All | +1,348.4% | +199.2% | +1,149.2% | +955.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling