+351.1%
CRWD vs XLE
+71.0%
+280.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +4.5% | +5.4% | -0.9% | +2.9% |
| 30D | -9.1% | -3.9% | -5.1% | -8.1% |
| 3M | +0.5% | +7.0% | -6.5% | -1.8% |
| 6M | +61.1% | +14.2% | +46.9% | +54.0% |
| YTD | +93.4% | +48.2% | +45.2% | +64.8% |
| 1Y | +71.1% | +47.7% | +23.4% | +45.9% |
| 3Y | +351.1% | +70.0% | +281.1% | +298.2% |
| All | +351.1% | +71.0% | +280.1% | +298.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling