+213.5%
CRWD vs STT
+158.4%
+55.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.2% | +1.0% | +1.2% | +1.7% |
| 30D | -7.7% | +2.8% | -10.5% | -8.9% |
| 3M | +28.9% | +18.1% | +10.8% | +19.2% |
| 6M | +91.5% | +59.2% | +32.2% | +53.3% |
| YTD | +77.3% | +51.5% | +25.9% | +45.1% |
| 1Y | +96.3% | +75.7% | +20.6% | +49.5% |
| 3Y | +394.5% | +200.8% | +193.7% | +192.3% |
| 5Y | +213.5% | +155.8% | +57.7% | +79.6% |
| All | +213.5% | +158.4% | +55.1% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling