+1,462.8%
CRWD vs XLP
+91.3%
+1,371.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.9% |
| 7D | +4.5% | +2.5% | +2.0% | +3.6% |
| 30D | -9.1% | +7.3% | -16.4% | -11.6% |
| 3M | +0.5% | +8.1% | -7.6% | -2.7% |
| 6M | +61.1% | +10.5% | +50.6% | +53.9% |
| YTD | +93.4% | +21.2% | +72.2% | +74.6% |
| 1Y | +71.1% | +22.7% | +48.4% | +53.2% |
| 3Y | +351.1% | +44.8% | +306.3% | +257.0% |
| 5Y | +218.8% | +44.7% | +174.1% | +153.0% |
| All | +1,462.8% | +91.3% | +1,371.5% | +984.8% |
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