+380.0%
CRWD vs NLY
+64.2%
+315.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | -3.0% | -4.0% | +1.0% | -1.2% |
| 30D | -6.8% | -5.2% | -1.5% | -4.4% |
| 3M | +19.6% | +2.8% | +16.8% | +18.4% |
| 6M | +87.1% | +4.2% | +82.9% | +83.4% |
| YTD | +76.4% | +4.7% | +71.7% | +72.2% |
| 1Y | +90.8% | +12.7% | +78.1% | +79.1% |
| 3Y | +380.0% | +62.5% | +317.4% | +271.1% |
| All | +380.0% | +64.2% | +315.8% | +271.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling