+380.0%
CRWD vs NTRS
+168.2%
+211.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -3.0% | +1.4% | -4.4% | -3.6% |
| 30D | -6.8% | -0.7% | -6.1% | -6.5% |
| 3M | +19.6% | +11.3% | +8.3% | +13.9% |
| 6M | +87.1% | +35.5% | +51.5% | +62.1% |
| YTD | +76.4% | +40.6% | +35.8% | +50.4% |
| 1Y | +90.8% | +49.2% | +41.6% | +58.1% |
| 3Y | +380.0% | +167.2% | +212.8% | +227.0% |
| All | +380.0% | +168.2% | +211.8% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling