+380.0%
CRWD vs NEM
+243.4%
+136.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.0% | -1.0% | -2.0% | -2.8% |
| 30D | -6.8% | +7.8% | -14.6% | -8.0% |
| 3M | +19.6% | +30.2% | -10.6% | +14.3% |
| 6M | +87.1% | +9.6% | +77.5% | +82.3% |
| YTD | +76.4% | +27.8% | +48.6% | +67.5% |
| 1Y | +90.8% | +60.7% | +30.1% | +73.6% |
| 3Y | +380.0% | +245.3% | +134.7% | +295.6% |
| All | +380.0% | +243.4% | +136.6% | +295.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling