+1,333.1%
CRWD vs COST
+286.7%
+1,046.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.5% |
| 7D | +2.2% | -2.8% | +4.9% | +3.9% |
| 30D | -7.7% | -5.3% | -2.4% | -4.8% |
| 3M | +28.9% | -6.7% | +35.5% | +33.3% |
| 6M | +91.5% | -9.9% | +101.4% | +101.1% |
| YTD | +77.3% | +5.1% | +72.2% | +66.0% |
| 1Y | +96.3% | -7.3% | +103.6% | +99.5% |
| 3Y | +394.5% | +70.4% | +324.1% | +221.0% |
| 5Y | +213.5% | +104.4% | +109.1% | +80.7% |
| All | +1,333.1% | +286.7% | +1,046.4% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling