+96.3%
CRWD vs XLP
+6.9%
+89.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -2.3% |
| 7D | -2.3% | -1.4% | -0.9% | -4.0% |
| 30D | -2.1% | -1.3% | -0.8% | -3.3% |
| 3M | +27.5% | +1.8% | +25.7% | +31.4% |
| 6M | +95.8% | -0.8% | +96.6% | +97.1% |
| YTD | +79.2% | +9.5% | +69.7% | +102.6% |
| 1Y | +96.3% | +7.2% | +89.1% | +117.9% |
| All | +96.3% | +6.9% | +89.4% | +117.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling