+191.9%
CRWD vs NVTS
-16.8%
+208.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.5% |
| 7D | -3.0% | -1.4% | -1.5% | -2.9% |
| 30D | -6.8% | -16.5% | +9.7% | -5.2% |
| 3M | +19.6% | -47.6% | +67.2% | +26.5% |
| 6M | +87.1% | +7.3% | +79.8% | +78.7% |
| YTD | +76.4% | +62.9% | +13.5% | +58.8% |
| 1Y | +90.8% | +91.3% | -0.5% | +64.8% |
| 3Y | +380.0% | +43.4% | +336.6% | +300.6% |
| All | +191.9% | -16.8% | +208.7% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling