+193.4%
CRWD vs NVTS
-17.0%
+210.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | -0.7% |
| 7D | +2.2% | +3.5% | -1.3% | +1.7% |
| 30D | -7.7% | -11.9% | +4.2% | -6.7% |
| 3M | +28.9% | -49.2% | +78.1% | +36.7% |
| 6M | +91.5% | +38.4% | +53.0% | +77.6% |
| YTD | +77.3% | +62.5% | +14.9% | +59.7% |
| 1Y | +96.3% | +101.4% | -5.1% | +68.6% |
| 3Y | +394.5% | +40.4% | +354.1% | +314.9% |
| All | +193.4% | -17.0% | +210.4% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling