+1,348.4%
CRWD vs XLP
+72.9%
+1,275.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -2.3% | -1.4% | -0.9% | -1.8% |
| 30D | -2.1% | -1.3% | -0.8% | -1.7% |
| 3M | +27.5% | +1.8% | +25.7% | +25.8% |
| 6M | +95.8% | -0.8% | +96.6% | +94.7% |
| YTD | +79.2% | +9.5% | +69.7% | +68.3% |
| 1Y | +96.3% | +7.2% | +89.1% | +85.9% |
| 3Y | +399.8% | +27.1% | +372.6% | +319.5% |
| 5Y | +216.7% | +32.0% | +184.7% | +159.9% |
| All | +1,348.4% | +72.9% | +1,275.5% | +946.0% |
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