+1,476.4%
CRWD vs VST
+535.6%
+940.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.3% | -1.9% | +3.5% |
| 7D | -5.5% | -0.5% | -5.0% | -5.7% |
| 30D | -16.9% | -17.1% | +0.2% | -13.1% |
| 3M | +6.6% | -4.6% | +11.2% | +6.7% |
| 6M | +73.2% | -9.1% | +82.3% | +74.1% |
| YTD | +95.1% | -16.6% | +111.7% | +97.7% |
| 1Y | +69.4% | -29.5% | +98.9% | +79.6% |
| 3Y | +379.3% | +297.5% | +81.8% | +208.3% |
| 5Y | +211.9% | +654.5% | -442.7% | +74.3% |
| All | +1,476.4% | +535.6% | +940.8% | +781.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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