+1,479.7%
CRWD vs XLE
+188.3%
+1,291.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.0% |
| 7D | -5.0% | -0.2% | -4.7% | -4.8% |
| 30D | -12.9% | -4.0% | -8.9% | -12.0% |
| 3M | +3.2% | +4.6% | -1.4% | +1.8% |
| 6M | +69.0% | +12.3% | +56.7% | +63.1% |
| YTD | +95.5% | +44.5% | +50.9% | +75.3% |
| 1Y | +64.6% | +42.4% | +22.2% | +48.1% |
| 3Y | +366.7% | +67.0% | +299.7% | +300.8% |
| 5Y | +226.2% | +161.9% | +64.2% | +151.2% |
| All | +1,479.7% | +188.3% | +1,291.4% | +1,188.4% |
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