+226.2%
CRWD vs STRL
+975.2%
-749.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.5% | +0.5% |
| 7D | -5.0% | +7.1% | -12.1% | -6.3% |
| 30D | -12.9% | -39.4% | +26.5% | -4.9% |
| 3M | +3.2% | -43.0% | +46.2% | +13.4% |
| 6M | +69.0% | -65.0% | +134.0% | +100.4% |
| YTD | +95.5% | -0.8% | +96.2% | +67.3% |
| 1Y | +64.6% | -20.3% | +84.9% | +49.4% |
| 3Y | +366.7% | +356.5% | +10.2% | +133.3% |
| 5Y | +226.2% | +952.8% | -726.7% | +7.3% |
| All | +226.2% | +975.2% | -749.0% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling