+80.6%
CRWD vs STM
+92.4%
-11.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.6% | -0.4% |
| 7D | -9.6% | -6.0% | -3.6% | -8.6% |
| 30D | -11.6% | -20.9% | +9.3% | -8.2% |
| 3M | +14.1% | -15.8% | +29.9% | +17.0% |
| 6M | +105.4% | -17.0% | +122.5% | +111.4% |
| YTD | +105.6% | +76.8% | +28.9% | +78.1% |
| 1Y | +80.6% | +96.5% | -15.9% | +50.5% |
| All | +80.6% | +92.4% | -11.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling