+1,325.8%
CRWD vs COR
+377.1%
+948.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -3.0% | -2.8% | -0.2% | -2.7% |
| 30D | -6.8% | +2.6% | -9.3% | -7.1% |
| 3M | +19.6% | +14.5% | +5.1% | +17.5% |
| 6M | +87.1% | -7.8% | +94.9% | +88.2% |
| YTD | +76.4% | -4.2% | +80.6% | +76.2% |
| 1Y | +90.8% | +7.0% | +83.8% | +87.1% |
| 3Y | +380.0% | +85.5% | +294.5% | +319.8% |
| 5Y | +215.6% | +181.2% | +34.4% | +146.6% |
| All | +1,325.8% | +377.1% | +948.6% | +743.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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