+629.1%
CRWD vs NXT
+173.5%
+455.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -3.0% | -1.9% | -1.1% | -2.8% |
| 30D | -6.8% | -20.0% | +13.3% | -4.1% |
| 3M | +19.6% | -30.7% | +50.3% | +24.7% |
| 6M | +87.1% | -29.0% | +116.0% | +92.7% |
| YTD | +76.4% | -4.8% | +81.3% | +73.1% |
| 1Y | +90.8% | +22.8% | +68.0% | +79.6% |
| 3Y | +380.0% | +93.9% | +286.0% | +308.8% |
| All | +629.1% | +173.5% | +455.6% | +477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling