+380.0%
CRWD vs XLK
+119.6%
+260.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.5% |
| 7D | -3.0% | +0.2% | -3.2% | -3.3% |
| 30D | -6.8% | -0.6% | -6.2% | -5.7% |
| 3M | +19.6% | +2.6% | +17.0% | +15.7% |
| 6M | +87.1% | +34.0% | +53.1% | +33.2% |
| YTD | +76.4% | +30.7% | +45.7% | +29.4% |
| 1Y | +90.8% | +39.2% | +51.6% | +30.2% |
| 3Y | +380.0% | +120.4% | +259.6% | +86.0% |
| All | +380.0% | +119.6% | +260.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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