+380.0%
CRWD vs XLF
+74.2%
+305.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.7% |
| 7D | -3.0% | -1.5% | -1.5% | -1.6% |
| 30D | -6.8% | -1.2% | -5.6% | -5.8% |
| 3M | +19.6% | +9.2% | +10.4% | +9.5% |
| 6M | +87.1% | +16.3% | +70.8% | +60.3% |
| YTD | +76.4% | +5.4% | +71.0% | +67.0% |
| 1Y | +90.8% | +7.6% | +83.2% | +76.3% |
| 3Y | +380.0% | +74.2% | +305.8% | +173.8% |
| All | +380.0% | +74.2% | +305.8% | +173.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling