+1,348.4%
CRWD vs NTAP
+269.8%
+1,078.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -2.2% |
| 7D | -2.3% | +3.3% | -5.6% | -3.6% |
| 30D | -2.1% | -0.2% | -1.8% | -2.0% |
| 3M | +27.5% | +11.4% | +16.1% | +21.8% |
| 6M | +95.8% | +88.7% | +7.2% | +49.3% |
| YTD | +79.2% | +78.9% | +0.3% | +39.1% |
| 1Y | +96.3% | +58.8% | +37.4% | +59.8% |
| 3Y | +399.8% | +153.5% | +246.2% | +231.9% |
| 5Y | +216.7% | +136.7% | +80.0% | +109.9% |
| All | +1,348.4% | +269.8% | +1,078.6% | +811.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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