+80.6%
CRWD vs NOC
-7.1%
+87.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -2.1% |
| 7D | -9.6% | -5.0% | -4.7% | -10.3% |
| 30D | -11.6% | +10.3% | -22.0% | -10.2% |
| 3M | +14.1% | -4.3% | +18.4% | +14.1% |
| 6M | +105.4% | -6.5% | +112.0% | +104.3% |
| YTD | +105.6% | -6.7% | +112.4% | +105.9% |
| 1Y | +80.6% | -7.5% | +88.0% | +81.0% |
| All | +80.6% | -7.1% | +87.6% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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