+384.9%
CRWD vs NOC
+28.9%
+356.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.6% |
| 7D | -2.8% | -1.8% | -1.1% | -3.0% |
| 30D | -5.9% | -9.4% | +3.6% | -6.8% |
| 3M | +29.0% | -3.8% | +32.8% | +28.6% |
| 6M | +91.5% | -28.8% | +120.2% | +85.9% |
| YTD | +78.2% | -7.9% | +86.1% | +77.2% |
| 1Y | +96.6% | -9.0% | +105.7% | +95.7% |
| All | +384.9% | +28.9% | +356.0% | +385.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling