+111.9%
KO vs CRWD
+1,215.7%
-1,103.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -1.1% | -2.8% | +1.7% | -1.1% |
| 30D | +1.6% | -5.9% | +7.4% | +1.6% |
| 3M | +5.8% | +29.0% | -23.2% | +5.7% |
| 6M | +14.3% | +91.5% | -77.2% | +13.9% |
| YTD | +27.3% | +78.2% | -50.9% | +27.0% |
| 1Y | +33.2% | +96.6% | -63.5% | +32.5% |
| 3Y | +64.5% | +397.0% | -332.5% | +59.0% |
| 5Y | +83.1% | +218.9% | -135.8% | +77.2% |
| All | +111.9% | +1,215.7% | -1,103.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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