+225.5%
CRWD vs XLI
+80.9%
+144.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -2.2% |
| 7D | -3.0% | -1.7% | -1.3% | -1.2% |
| 30D | -6.8% | -7.3% | +0.5% | +1.2% |
| 3M | +19.6% | -1.3% | +20.9% | +20.9% |
| 6M | +87.1% | +2.2% | +84.8% | +78.6% |
| YTD | +76.4% | +11.7% | +64.7% | +49.7% |
| 1Y | +90.8% | +14.3% | +76.6% | +57.6% |
| 3Y | +380.0% | +70.3% | +309.6% | +139.0% |
| All | +225.5% | +80.9% | +144.6% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling