+80.6%
CRWD vs STRL
-30.1%
+110.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.5% | +20.0% | -0.3% |
| 7D | -9.6% | -27.1% | +17.4% | -8.2% |
| 30D | -11.6% | -45.8% | +34.2% | -8.9% |
| 3M | +14.1% | -47.6% | +61.7% | +17.6% |
| 6M | +105.4% | -46.4% | +151.9% | +109.4% |
| YTD | +105.6% | -7.4% | +113.0% | +92.3% |
| 1Y | +80.6% | -25.9% | +106.4% | +76.3% |
| All | +80.6% | -30.1% | +110.7% | +76.3% |
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