+1,325.8%
CRWD vs XLF
+140.0%
+1,185.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | -3.0% | -1.5% | -1.5% | -2.1% |
| 30D | -6.8% | -1.2% | -5.6% | -6.1% |
| 3M | +19.6% | +9.2% | +10.4% | +13.4% |
| 6M | +87.1% | +16.3% | +70.8% | +70.7% |
| YTD | +76.4% | +5.4% | +71.0% | +70.8% |
| 1Y | +90.8% | +7.6% | +83.2% | +82.3% |
| 3Y | +380.0% | +74.2% | +305.8% | +255.3% |
| 5Y | +215.6% | +66.1% | +149.5% | +139.2% |
| All | +1,325.8% | +140.0% | +1,185.8% | +801.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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