+1,485.3%
CRWD vs STLA
-53.6%
+1,539.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.4% | +1.8% |
| 7D | +5.8% | -13.1% | +18.9% | +9.3% |
| 30D | -12.0% | -13.3% | +1.3% | -9.4% |
| 3M | +3.6% | -27.9% | +31.5% | +11.1% |
| 6M | +68.3% | -47.8% | +116.2% | +94.5% |
| YTD | +96.2% | -64.6% | +160.7% | +145.7% |
| 1Y | +68.4% | -64.0% | +132.4% | +109.4% |
| 3Y | +368.4% | -76.8% | +445.2% | +531.7% |
| 5Y | +223.4% | -74.2% | +297.6% | +303.3% |
| All | +1,485.3% | -53.6% | +1,539.0% | +1,527.9% |
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 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