+1,485.3%
CRWD vs STM
+197.0%
+1,288.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +5.8% | +16.3% | -10.5% | -0.4% |
| 30D | -12.0% | -6.3% | -5.7% | -9.9% |
| 3M | +3.6% | -14.1% | +17.7% | +9.1% |
| 6M | +68.3% | -19.6% | +87.9% | +74.7% |
| YTD | +96.2% | +80.1% | +16.0% | +38.5% |
| 1Y | +68.4% | +95.4% | -26.9% | +14.4% |
| 3Y | +368.4% | +14.7% | +353.7% | +273.3% |
| 5Y | +223.4% | -5.4% | +228.8% | +174.9% |
| All | +1,485.3% | +197.0% | +1,288.3% | +543.0% |
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 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