+1,369.7%
CRWD vs STT
+344.2%
+1,025.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +1.5% | +3.9% | -2.3% | +0.3% |
| 3M | +18.5% | +20.0% | -1.4% | +11.8% |
| 6M | +109.1% | +55.3% | +53.8% | +80.9% |
| YTD | +81.8% | +53.3% | +28.5% | +57.8% |
| 1Y | +106.7% | +74.7% | +32.0% | +71.9% |
| 3Y | +428.7% | +205.8% | +222.9% | +270.3% |
| 5Y | +206.4% | +145.0% | +61.4% | +119.8% |
| All | +1,369.7% | +344.2% | +1,025.4% | +777.1% |
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 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