+384.9%
CRWD vs XLC
+71.4%
+313.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | -0.1% |
| 7D | -2.8% | -1.7% | -1.2% | -1.1% |
| 30D | -5.9% | +0.2% | -6.1% | -6.6% |
| 3M | +29.0% | +0.7% | +28.3% | +26.8% |
| 6M | +91.5% | -4.5% | +95.9% | +99.2% |
| YTD | +78.2% | -4.7% | +83.0% | +85.7% |
| 1Y | +96.6% | -1.5% | +98.1% | +96.1% |
| All | +384.9% | +71.4% | +313.5% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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