+1,462.8%
CRWD vs STLA
-54.1%
+1,517.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +4.5% | -13.8% | +18.2% | +8.1% |
| 30D | -9.1% | -10.5% | +1.4% | -7.2% |
| 3M | +0.5% | -28.9% | +29.3% | +8.1% |
| 6M | +61.1% | -49.7% | +110.9% | +87.9% |
| YTD | +93.4% | -64.9% | +158.3% | +142.8% |
| 1Y | +71.1% | -64.0% | +135.1% | +112.6% |
| 3Y | +351.1% | -77.4% | +428.5% | +512.8% |
| 5Y | +218.8% | -74.4% | +293.3% | +298.6% |
| All | +1,462.8% | -54.1% | +1,517.0% | +1,508.8% |
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