+1,325.8%
CRWD vs STLA
-35.2%
+1,360.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.6% |
| 7D | -3.0% | -2.9% | -0.1% | -2.3% |
| 30D | -6.8% | +0.9% | -7.7% | -7.1% |
| 3M | +19.6% | -21.6% | +41.2% | +26.6% |
| 6M | +87.1% | -21.6% | +108.7% | +96.2% |
| YTD | +76.4% | -50.4% | +126.8% | +105.5% |
| 1Y | +90.8% | -43.6% | +134.4% | +112.4% |
| 3Y | +380.0% | -66.4% | +446.4% | +494.3% |
| 5Y | +215.6% | -62.3% | +277.9% | +261.9% |
| All | +1,325.8% | -35.2% | +1,360.9% | +1,261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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