+1,485.3%
CRWD vs STT
+299.3%
+1,186.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +5.8% | +5.1% | +0.7% | +4.1% |
| 30D | -12.0% | -0.2% | -11.8% | -11.8% |
| 3M | +3.6% | -8.1% | +11.8% | +6.6% |
| 6M | +68.3% | +16.6% | +51.7% | +60.2% |
| YTD | +96.2% | +37.8% | +58.3% | +76.3% |
| 1Y | +68.4% | +46.8% | +21.6% | +48.3% |
| 3Y | +368.4% | +181.2% | +187.2% | +237.6% |
| 5Y | +223.4% | +105.1% | +118.3% | +143.8% |
| All | +1,485.3% | +299.3% | +1,186.0% | +879.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling