+1,333.1%
CRWD vs NSC
+88.0%
+1,245.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.6% |
| 7D | +2.2% | -2.0% | +4.2% | +2.8% |
| 30D | -7.7% | -3.2% | -4.5% | -6.9% |
| 3M | +28.9% | +3.9% | +25.0% | +26.7% |
| 6M | +91.5% | +7.8% | +83.7% | +84.5% |
| YTD | +77.3% | +13.4% | +63.9% | +67.1% |
| 1Y | +96.3% | +20.3% | +76.0% | +80.7% |
| 3Y | +394.5% | +76.1% | +318.4% | +285.7% |
| 5Y | +213.5% | +45.0% | +168.5% | +163.1% |
| All | +1,333.1% | +88.0% | +1,245.1% | +890.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling