+1,476.4%
CRWD vs XLP
+88.3%
+1,388.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.1% |
| 7D | -5.5% | +0.1% | -5.5% | -5.5% |
| 30D | -16.9% | +8.9% | -25.8% | -19.7% |
| 3M | +6.6% | +7.5% | -0.9% | +3.4% |
| 6M | +73.2% | +9.4% | +63.8% | +65.8% |
| YTD | +95.1% | +19.3% | +75.8% | +77.1% |
| 1Y | +69.4% | +21.7% | +47.6% | +51.8% |
| 3Y | +379.3% | +44.0% | +335.3% | +279.0% |
| 5Y | +211.9% | +42.8% | +169.1% | +148.5% |
| All | +1,476.4% | +88.3% | +1,388.1% | +1,000.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling