+1,325.8%
CRWD vs STZ
-28.7%
+1,354.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -3.0% | -4.5% | +1.5% | -2.2% |
| 30D | -6.8% | -8.6% | +1.8% | -5.4% |
| 3M | +19.6% | -13.8% | +33.4% | +22.4% |
| 6M | +87.1% | -17.2% | +104.2% | +91.7% |
| YTD | +76.4% | -9.4% | +85.8% | +74.5% |
| 1Y | +90.8% | -11.9% | +102.7% | +89.8% |
| 3Y | +380.0% | -49.6% | +429.6% | +455.6% |
| 5Y | +215.6% | -37.2% | +252.8% | +238.5% |
| All | +1,325.8% | -28.7% | +1,354.5% | +1,287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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