+357.5%
CRWD vs VST
+300.2%
+57.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +5.8% | +19.2% | -13.3% | +0.6% |
| 30D | -12.0% | -17.2% | +5.2% | -7.7% |
| 3M | +3.6% | -8.1% | +11.8% | +4.9% |
| 6M | +68.3% | -8.1% | +76.5% | +68.5% |
| YTD | +96.2% | -16.3% | +112.4% | +98.3% |
| 1Y | +68.4% | -24.1% | +92.6% | +75.5% |
| All | +357.5% | +300.2% | +57.3% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling