+1,325.8%
CRWD vs NTRA
+1,260.3%
+65.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | -6.8% | +4.1% | -10.9% | -8.2% |
| 3M | +19.6% | +50.0% | -30.5% | +3.2% |
| 6M | +87.1% | +67.3% | +19.8% | +53.7% |
| YTD | +76.4% | +43.6% | +32.8% | +52.2% |
| 1Y | +90.8% | +89.2% | +1.6% | +49.5% |
| 3Y | +380.0% | +502.5% | -122.6% | +148.5% |
| 5Y | +215.6% | +173.8% | +41.9% | +89.8% |
| All | +1,325.8% | +1,260.3% | +65.5% | +345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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