+1,462.8%
CRWD vs XLC
+145.2%
+1,317.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.5% |
| 7D | +4.5% | +3.7% | +0.8% | +0.6% |
| 30D | -9.1% | -1.9% | -7.2% | -7.5% |
| 3M | +0.5% | -3.1% | +3.6% | +3.0% |
| 6M | +61.1% | -6.4% | +67.5% | +70.8% |
| YTD | +93.4% | -6.8% | +100.2% | +105.0% |
| 1Y | +71.1% | -1.7% | +72.8% | +70.8% |
| 3Y | +351.1% | +64.7% | +286.4% | +161.2% |
| 5Y | +218.8% | +41.1% | +177.7% | +117.5% |
| All | +1,462.8% | +145.2% | +1,317.6% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling