+1,348.4%
CRWD vs STLA
-35.3%
+1,383.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.7% |
| 7D | -2.3% | +0.7% | -3.1% | -2.5% |
| 30D | -2.1% | -2.4% | +0.3% | -1.5% |
| 3M | +27.5% | -23.9% | +51.4% | +35.9% |
| 6M | +95.8% | -24.6% | +120.4% | +107.4% |
| YTD | +79.2% | -50.5% | +129.7% | +108.9% |
| 1Y | +96.3% | -39.8% | +136.1% | +114.1% |
| 3Y | +399.8% | -65.6% | +465.4% | +514.2% |
| 5Y | +216.7% | -62.1% | +278.8% | +262.7% |
| All | +1,348.4% | -35.3% | +1,383.7% | +1,284.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling