+1,325.8%
CRWD vs XLB
+104.6%
+1,221.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | -3.0% | -2.8% | -0.1% | -1.1% |
| 30D | -6.8% | -3.1% | -3.7% | -5.0% |
| 3M | +19.6% | -0.2% | +19.7% | +19.0% |
| 6M | +87.1% | +3.1% | +84.0% | +80.9% |
| YTD | +76.4% | +13.3% | +63.1% | +58.6% |
| 1Y | +90.8% | +12.0% | +78.8% | +72.6% |
| 3Y | +380.0% | +31.4% | +348.6% | +284.9% |
| 5Y | +215.6% | +33.9% | +181.7% | +153.5% |
| All | +1,325.8% | +104.6% | +1,221.2% | +794.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling