+1,340.4%
CRWD vs STM
+223.8%
+1,116.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -2.8% | -1.1% | -1.8% | -2.4% |
| 30D | -5.9% | -7.8% | +1.9% | -2.7% |
| 3M | +29.0% | -28.2% | +57.2% | +43.8% |
| 6M | +91.5% | +52.0% | +39.5% | +50.0% |
| YTD | +78.2% | +96.4% | -18.2% | +22.9% |
| 1Y | +96.6% | +98.8% | -2.2% | +33.0% |
| 3Y | +397.0% | +18.3% | +378.7% | +297.8% |
| 5Y | +218.9% | +17.7% | +201.2% | +147.6% |
| All | +1,340.4% | +223.8% | +1,116.6% | +470.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling