+1,462.8%
CRWD vs STM
+198.7%
+1,264.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | +4.5% | +12.0% | -7.5% | -0.2% |
| 30D | -9.1% | -0.4% | -8.7% | -9.2% |
| 3M | +0.5% | -13.2% | +13.7% | +5.3% |
| 6M | +61.1% | -26.1% | +87.2% | +73.5% |
| YTD | +93.4% | +81.2% | +12.2% | +36.2% |
| 1Y | +71.1% | +98.3% | -27.2% | +15.4% |
| 3Y | +351.1% | +16.7% | +334.3% | +256.4% |
| 5Y | +218.8% | -4.8% | +223.7% | +170.3% |
| All | +1,462.8% | +198.7% | +1,264.1% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling