+1,340.4%
CRWD vs XLE
+193.7%
+1,146.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -2.8% | +0.5% | -3.3% | -3.0% |
| 30D | -5.9% | +6.6% | -12.4% | -7.5% |
| 3M | +29.0% | +12.3% | +16.7% | +24.7% |
| 6M | +91.5% | +18.4% | +73.1% | +82.0% |
| YTD | +78.2% | +47.2% | +31.0% | +59.3% |
| 1Y | +96.6% | +50.3% | +46.4% | +74.5% |
| 3Y | +397.0% | +55.3% | +341.7% | +334.7% |
| 5Y | +218.9% | +226.0% | -7.1% | +133.4% |
| All | +1,340.4% | +193.7% | +1,146.7% | +1,070.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling