+1,369.7%
CRWD vs XLE
+189.7%
+1,179.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.4% | +2.2% | -4.6% | -3.0% |
| 30D | +1.5% | +11.8% | -10.2% | -1.4% |
| 3M | +18.5% | +9.8% | +8.7% | +15.4% |
| 6M | +109.1% | +15.6% | +93.5% | +100.1% |
| YTD | +81.8% | +45.3% | +36.6% | +63.1% |
| 1Y | +106.7% | +48.3% | +58.4% | +84.0% |
| 3Y | +428.7% | +55.4% | +373.3% | +362.4% |
| 5Y | +206.4% | +216.1% | -9.7% | +126.0% |
| All | +1,369.7% | +189.7% | +1,179.9% | +1,098.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling