+106.7%
CRWD vs NRG
-18.6%
+125.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.0% |
| 7D | -2.4% | +7.1% | -9.5% | -2.6% |
| 30D | +1.5% | -1.4% | +3.0% | +1.7% |
| 3M | +18.5% | -10.5% | +29.0% | +18.7% |
| 6M | +109.1% | -26.7% | +135.8% | +112.8% |
| YTD | +81.8% | -24.5% | +106.4% | +81.6% |
| 1Y | +106.7% | -18.6% | +125.2% | +112.0% |
| All | +106.7% | -18.6% | +125.3% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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