+1,077.4%
STX vs CRWD
+213.6%
+863.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.8% |
| 7D | +9.6% | +2.2% | +7.4% | +8.9% |
| 30D | +10.6% | -7.7% | +18.3% | +11.9% |
| 3M | +4.8% | +28.9% | -24.1% | -2.8% |
| 6M | +137.3% | +91.5% | +45.8% | +98.3% |
| YTD | +222.5% | +77.3% | +145.2% | +172.7% |
| 1Y | +366.2% | +96.3% | +270.0% | +284.5% |
| 3Y | +1,352.9% | +394.5% | +958.4% | +825.5% |
| 5Y | +1,077.4% | +213.5% | +864.0% | +655.0% |
| All | +1,077.4% | +213.6% | +863.8% | +655.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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