+1,333.1%
CRWD vs XHB
+159.2%
+1,173.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.3% |
| 7D | +2.2% | -1.9% | +4.1% | +3.2% |
| 30D | -7.7% | -8.3% | +0.6% | -3.6% |
| 3M | +28.9% | -7.1% | +36.0% | +33.1% |
| 6M | +91.5% | -5.3% | +96.7% | +93.4% |
| YTD | +77.3% | -3.2% | +80.5% | +75.4% |
| 1Y | +96.3% | -13.9% | +110.1% | +107.0% |
| 3Y | +394.5% | +24.9% | +369.6% | +297.6% |
| 5Y | +213.5% | +34.5% | +179.0% | +135.1% |
| All | +1,333.1% | +159.2% | +1,173.9% | +640.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling