+80.6%
CRWD vs NSC
+24.4%
+56.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.1% |
| 7D | -9.6% | +1.8% | -11.4% | -8.9% |
| 30D | -11.6% | +8.8% | -20.4% | -8.4% |
| 3M | +14.1% | +1.2% | +12.9% | +14.5% |
| 6M | +105.4% | +11.3% | +94.1% | +115.5% |
| YTD | +105.6% | +20.7% | +84.9% | +119.4% |
| 1Y | +80.6% | +23.4% | +57.2% | +87.7% |
| All | +80.6% | +24.4% | +56.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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