+225.5%
CRWD vs NOC
+58.2%
+167.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.0% | +0.8% | -3.8% | -3.0% |
| 30D | -6.8% | -9.7% | +2.9% | -7.1% |
| 3M | +19.6% | -5.6% | +25.2% | +19.4% |
| 6M | +87.1% | -28.6% | +115.7% | +85.7% |
| YTD | +76.4% | -7.9% | +84.3% | +75.8% |
| 1Y | +90.8% | -9.5% | +100.3% | +90.2% |
| 3Y | +380.0% | +28.4% | +351.6% | +375.3% |
| All | +225.5% | +58.2% | +167.3% | +237.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling