+96.6%
CRWD vs STRL
+66.6%
+30.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | -2.8% | +5.4% | -8.2% | -3.3% |
| 30D | -5.9% | -9.0% | +3.1% | -5.2% |
| 3M | +29.0% | -37.1% | +66.0% | +32.4% |
| 6M | +91.5% | +17.8% | +73.7% | +79.7% |
| YTD | +78.2% | +58.3% | +19.9% | +51.3% |
| 1Y | +96.6% | +61.0% | +35.6% | +51.3% |
| All | +96.6% | +66.6% | +30.0% | +51.3% |
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