+80.6%
CRWD vs XLI
+12.2%
+68.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -9.6% | +0.6% | -10.2% | -9.7% |
| 30D | -11.6% | -0.4% | -11.2% | -11.5% |
| 3M | +14.1% | -8.8% | +22.9% | +16.2% |
| 6M | +105.4% | -0.4% | +105.8% | +106.0% |
| YTD | +105.6% | +10.1% | +95.5% | +92.2% |
| 1Y | +80.6% | +12.3% | +68.2% | +64.8% |
| All | +80.6% | +12.2% | +68.4% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling