+1,340.4%
CRWD vs NKE
-50.9%
+1,391.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | -2.8% | -5.5% | +2.7% | -0.7% |
| 30D | -5.9% | -10.4% | +4.6% | -1.9% |
| 3M | +29.0% | -15.8% | +44.8% | +37.1% |
| 6M | +91.5% | -33.4% | +124.9% | +121.3% |
| YTD | +78.2% | -41.0% | +119.2% | +116.2% |
| 1Y | +96.6% | -49.1% | +145.7% | +151.6% |
| 3Y | +397.0% | -59.8% | +456.8% | +562.4% |
| 5Y | +218.9% | -75.5% | +294.3% | +449.8% |
| All | +1,340.4% | -50.9% | +1,391.3% | +1,501.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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