+80.6%
CRWD vs NLY
+2.3%
+78.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -2.4% |
| 7D | -9.6% | +3.5% | -13.1% | -10.4% |
| 30D | -11.6% | +3.6% | -15.2% | -12.3% |
| 3M | +14.1% | -13.6% | +27.7% | +19.6% |
| 6M | +105.4% | -9.1% | +114.6% | +113.1% |
| YTD | +105.6% | -6.1% | +111.7% | +115.8% |
| 1Y | +80.6% | +0.7% | +79.8% | +93.9% |
| All | +80.6% | +2.3% | +78.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 1y: compounded portfolio wealth divided by compounded NLY 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…
1y analysis · Full analysis span regression · 6 months rolling