+1,325.8%
CRWD vs NLY
+55.6%
+1,270.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -3.0% | -4.0% | +1.0% | -1.7% |
| 30D | -6.8% | -5.2% | -1.5% | -5.1% |
| 3M | +19.6% | +2.8% | +16.8% | +18.7% |
| 6M | +87.1% | +4.2% | +82.9% | +84.5% |
| YTD | +76.4% | +4.7% | +71.7% | +73.6% |
| 1Y | +90.8% | +12.7% | +78.1% | +83.1% |
| 3Y | +380.0% | +62.5% | +317.4% | +309.4% |
| 5Y | +215.6% | +26.3% | +189.3% | +181.8% |
| All | +1,325.8% | +55.6% | +1,270.2% | +1,388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling