+1,348.4%
CRWD vs NOC
+93.8%
+1,254.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -2.3% | -2.7% | +0.3% | -2.1% |
| 30D | -2.1% | -8.9% | +6.8% | -1.1% |
| 3M | +27.5% | -3.7% | +31.2% | +27.9% |
| 6M | +95.8% | -30.8% | +126.6% | +103.7% |
| YTD | +79.2% | -7.9% | +87.2% | +79.4% |
| 1Y | +96.3% | -9.4% | +105.7% | +96.9% |
| 3Y | +399.8% | +29.0% | +370.8% | +366.4% |
| 5Y | +216.7% | +56.1% | +160.7% | +172.6% |
| All | +1,348.4% | +93.8% | +1,254.6% | +920.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling