+216.8%
CRWD vs STM
+22.1%
+194.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.3% | +5.2% | -7.6% | -4.2% |
| 30D | -2.1% | -7.4% | +5.3% | +0.7% |
| 3M | +27.5% | -30.6% | +58.2% | +42.7% |
| 6M | +95.8% | +66.4% | +29.4% | +50.4% |
| YTD | +79.2% | +101.1% | -21.9% | +25.5% |
| 1Y | +96.3% | +97.4% | -1.1% | +36.8% |
| 3Y | +399.8% | +21.1% | +378.6% | +309.6% |
| All | +216.8% | +22.1% | +194.7% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling