+1,369.7%
CRWD vs XLB
+110.6%
+1,259.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.6% |
| 7D | -2.4% | -1.4% | -1.0% | -1.6% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | +18.5% | +2.0% | +16.6% | +16.4% |
| 6M | +109.1% | +1.8% | +107.3% | +104.0% |
| YTD | +81.8% | +16.6% | +65.3% | +60.3% |
| 1Y | +106.7% | +16.9% | +89.7% | +81.5% |
| 3Y | +428.7% | +32.6% | +396.1% | +321.5% |
| 5Y | +206.4% | +35.6% | +170.7% | +143.3% |
| All | +1,369.7% | +110.6% | +1,259.0% | +804.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling