+1,369.7%
CRWD vs COR
+391.1%
+978.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -2.4% | +2.8% | -5.2% | -2.7% |
| 30D | +1.5% | +4.5% | -3.0% | +1.0% |
| 3M | +18.5% | +22.7% | -4.1% | +15.6% |
| 6M | +109.1% | -9.7% | +118.8% | +111.0% |
| YTD | +81.8% | -1.4% | +83.3% | +81.1% |
| 1Y | +106.7% | +13.9% | +92.7% | +101.1% |
| 3Y | +428.7% | +94.0% | +334.7% | +359.5% |
| 5Y | +206.4% | +184.0% | +22.3% | +139.9% |
| All | +1,369.7% | +391.1% | +978.6% | +767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling