+1,325.8%
CRWD vs STT
+342.3%
+983.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -3.0% | -0.4% | -2.5% | -2.8% |
| 30D | -6.8% | +1.7% | -8.5% | -7.3% |
| 3M | +19.6% | +17.9% | +1.7% | +13.3% |
| 6M | +87.1% | +55.3% | +31.8% | +61.9% |
| YTD | +76.4% | +52.7% | +23.8% | +53.4% |
| 1Y | +90.8% | +75.7% | +15.2% | +58.5% |
| 3Y | +380.0% | +197.9% | +182.1% | +238.7% |
| 5Y | +215.6% | +158.8% | +56.9% | +124.3% |
| All | +1,325.8% | +342.3% | +983.5% | +752.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling