+106.7%
CRWD vs STRL
+76.3%
+30.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.3% |
| 7D | -2.4% | +3.4% | -5.8% | -2.7% |
| 30D | +1.5% | -9.2% | +10.8% | +2.2% |
| 3M | +18.5% | -51.0% | +69.6% | +23.7% |
| 6M | +109.1% | +15.8% | +93.3% | +97.0% |
| YTD | +81.8% | +58.9% | +23.0% | +54.7% |
| 1Y | +106.7% | +68.5% | +38.1% | +59.5% |
| All | +106.7% | +76.3% | +30.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling