+218.9%
CRWD vs XLB
+32.8%
+186.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.6% |
| 7D | -2.8% | -3.5% | +0.7% | +0.2% |
| 30D | -5.9% | -4.7% | -1.2% | -2.3% |
| 3M | +29.0% | +2.7% | +26.3% | +24.9% |
| 6M | +91.5% | +2.6% | +88.9% | +83.7% |
| YTD | +78.2% | +12.8% | +65.4% | +54.8% |
| 1Y | +96.6% | +14.0% | +82.7% | +68.7% |
| 3Y | +397.0% | +31.5% | +365.5% | +260.4% |
| 5Y | +218.9% | +33.4% | +185.4% | +133.2% |
| All | +218.9% | +32.8% | +186.1% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling