+357.5%
CRWD vs STLA
-76.9%
+434.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.4% | +1.2% |
| 7D | +5.8% | -13.1% | +18.9% | +7.9% |
| 30D | -12.0% | -13.3% | +1.3% | -10.4% |
| 3M | +3.6% | -27.9% | +31.5% | +8.4% |
| 6M | +68.3% | -47.8% | +116.2% | +84.5% |
| YTD | +96.2% | -64.6% | +160.7% | +128.4% |
| 1Y | +68.4% | -64.0% | +132.4% | +95.0% |
| All | +357.5% | -76.9% | +434.4% | +391.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling