+364.5%
CRWD vs VST
+264.2%
+100.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.6% | -10.7% | -3.1% |
| 7D | -13.4% | -9.8% | -3.6% | -11.2% |
| 30D | -18.3% | -25.1% | +6.9% | -11.9% |
| 3M | +4.6% | -11.6% | +16.2% | +6.9% |
| 6M | +85.4% | -20.9% | +106.3% | +93.5% |
| YTD | +85.1% | -22.3% | +107.4% | +91.1% |
| 1Y | +62.9% | -32.0% | +94.9% | +75.2% |
| 3Y | +364.5% | +262.4% | +102.1% | +238.1% |
| All | +364.5% | +264.2% | +100.3% | +238.1% |
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