+380.0%
CRWD vs XHB
+23.1%
+356.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -3.0% | -4.6% | +1.7% | -1.6% |
| 30D | -6.8% | -9.1% | +2.3% | -4.2% |
| 3M | +19.6% | -8.6% | +28.1% | +22.4% |
| 6M | +87.1% | -4.0% | +91.1% | +87.2% |
| YTD | +76.4% | -3.9% | +80.4% | +75.3% |
| 1Y | +90.8% | -16.5% | +107.3% | +101.0% |
| 3Y | +380.0% | +22.6% | +357.4% | +296.6% |
| All | +380.0% | +23.1% | +356.9% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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