+355.9%
CRWD vs STM
+15.2%
+340.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.6% |
| 7D | -5.0% | +1.4% | -6.4% | -5.3% |
| 30D | -12.9% | -8.4% | -4.5% | -11.2% |
| 3M | +3.2% | -15.8% | +19.0% | +7.0% |
| 6M | +69.0% | -22.8% | +91.8% | +75.4% |
| YTD | +95.5% | +79.4% | +16.1% | +59.9% |
| 1Y | +64.6% | +97.0% | -32.4% | +30.9% |
| All | +355.9% | +15.2% | +340.8% | +290.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling