+1,325.8%
CRWD vs COST
+287.6%
+1,038.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -3.0% | -1.2% | -1.8% | -2.3% |
| 30D | -6.8% | -4.7% | -2.1% | -4.2% |
| 3M | +19.6% | -7.1% | +26.7% | +24.2% |
| 6M | +87.1% | -8.5% | +95.6% | +94.5% |
| YTD | +76.4% | +5.4% | +71.0% | +64.9% |
| 1Y | +90.8% | -5.6% | +96.4% | +91.6% |
| 3Y | +380.0% | +68.5% | +311.5% | +214.1% |
| 5Y | +215.6% | +105.2% | +110.4% | +81.5% |
| All | +1,325.8% | +287.6% | +1,038.2% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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