+1,333.1%
CRWD vs XLI
+157.0%
+1,176.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | 0.0% |
| 7D | +2.2% | -0.6% | +2.7% | +2.6% |
| 30D | -7.7% | -6.9% | -0.8% | -2.7% |
| 3M | +28.9% | -1.9% | +30.8% | +30.6% |
| 6M | +91.5% | +1.0% | +90.4% | +88.1% |
| YTD | +77.3% | +11.3% | +66.0% | +61.0% |
| 1Y | +96.3% | +15.8% | +80.5% | +73.2% |
| 3Y | +394.5% | +69.8% | +324.7% | +234.9% |
| 5Y | +213.5% | +80.9% | +132.6% | +104.9% |
| All | +1,333.1% | +157.0% | +1,176.1% | +659.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling