+382.4%
CRWD vs COR
+85.9%
+296.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.1% |
| 7D | +2.2% | -3.9% | +6.0% | +1.4% |
| 30D | -7.7% | -0.3% | -7.4% | -7.6% |
| 3M | +28.9% | +15.9% | +13.0% | +31.9% |
| 6M | +91.5% | -10.3% | +101.7% | +88.0% |
| YTD | +77.3% | -3.7% | +81.0% | +77.5% |
| 1Y | +96.3% | +9.1% | +87.2% | +101.3% |
| All | +382.4% | +85.9% | +296.5% | +498.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling