+380.0%
CRWD vs COPX
+149.4%
+230.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.0% | -2.3% | -0.6% | -2.5% |
| 30D | -6.8% | +0.3% | -7.0% | -7.1% |
| 3M | +19.6% | +6.8% | +12.8% | +16.4% |
| 6M | +87.1% | +7.9% | +79.1% | +79.9% |
| YTD | +76.4% | +23.7% | +52.7% | +57.7% |
| 1Y | +90.8% | +71.5% | +19.3% | +49.1% |
| 3Y | +380.0% | +149.1% | +230.9% | +225.8% |
| All | +380.0% | +149.4% | +230.6% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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