+399.8%
CRWD vs STRL
+531.3%
-131.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.7% | -2.0% |
| 7D | -2.3% | +10.1% | -12.5% | -4.0% |
| 30D | -2.1% | -8.2% | +6.1% | -0.8% |
| 3M | +27.5% | -43.7% | +71.2% | +38.5% |
| 6M | +95.8% | +27.1% | +68.7% | +71.7% |
| YTD | +79.2% | +64.0% | +15.2% | +44.4% |
| 1Y | +96.3% | +75.2% | +21.1% | +53.0% |
| 3Y | +399.8% | +539.9% | -140.1% | +178.7% |
| All | +399.8% | +531.3% | -131.5% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling