+225.5%
CRWD vs COR
+180.1%
+45.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -3.0% | -2.8% | -0.2% | -3.2% |
| 30D | -6.8% | +2.6% | -9.3% | -6.6% |
| 3M | +19.6% | +14.5% | +5.1% | +20.3% |
| 6M | +87.1% | -7.8% | +94.9% | +86.6% |
| YTD | +76.4% | -4.2% | +80.6% | +76.5% |
| 1Y | +90.8% | +7.0% | +83.8% | +91.3% |
| 3Y | +380.0% | +85.5% | +294.5% | +366.5% |
| All | +225.5% | +180.1% | +45.5% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling