+218.9%
CRWD vs STZ
-37.5%
+256.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.4% |
| 7D | -2.8% | -4.1% | +1.2% | -2.6% |
| 30D | -5.9% | -7.6% | +1.7% | -5.4% |
| 3M | +29.0% | -12.3% | +41.3% | +30.0% |
| 6M | +91.5% | -16.3% | +107.8% | +93.1% |
| YTD | +78.2% | -8.4% | +86.6% | +74.1% |
| 1Y | +96.6% | -10.8% | +107.5% | +93.1% |
| 3Y | +397.0% | -49.0% | +446.0% | +474.5% |
| 5Y | +218.9% | -36.5% | +255.3% | +241.7% |
| All | +218.9% | -37.5% | +256.4% | +241.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling