+357.5%
CRWD vs STT
+183.0%
+174.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | +5.8% | +5.1% | +0.7% | +3.1% |
| 30D | -12.0% | -0.2% | -11.8% | -11.7% |
| 3M | +3.6% | -8.1% | +11.8% | +8.0% |
| 6M | +68.3% | +16.6% | +51.7% | +55.3% |
| YTD | +96.2% | +37.8% | +58.3% | +64.6% |
| 1Y | +68.4% | +46.8% | +21.6% | +36.5% |
| All | +357.5% | +183.0% | +174.5% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling