+68.4%
CRWD vs XLP
+20.7%
+47.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | -0.1% |
| 7D | +5.8% | -0.2% | +6.0% | +5.5% |
| 30D | -12.0% | +8.2% | -20.2% | -3.3% |
| 3M | +3.6% | +7.7% | -4.1% | +13.2% |
| 6M | +68.3% | +9.3% | +59.0% | +89.2% |
| YTD | +96.2% | +19.5% | +76.7% | +143.0% |
| 1Y | +68.4% | +21.0% | +47.4% | +111.3% |
| All | +68.4% | +20.7% | +47.7% | +111.3% |
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 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