+382.4%
CRWD vs XLB
+32.2%
+350.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | +2.2% | -2.9% | +5.1% | +4.0% |
| 30D | -7.7% | -3.4% | -4.3% | -6.0% |
| 3M | +28.9% | +1.6% | +27.3% | +26.8% |
| 6M | +91.5% | +3.6% | +87.8% | +84.4% |
| YTD | +77.3% | +14.2% | +63.1% | +57.2% |
| 1Y | +96.3% | +15.6% | +80.7% | +72.0% |
| All | +382.4% | +32.2% | +350.2% | +271.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling