+411.5%
CRWD vs XLP
+28.2%
+383.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.2% |
| 7D | -2.4% | -1.0% | -1.4% | -2.8% |
| 30D | +1.5% | -0.9% | +2.4% | +1.3% |
| 3M | +18.5% | +3.8% | +14.7% | +20.1% |
| 6M | +109.1% | -1.7% | +110.8% | +110.4% |
| YTD | +81.8% | +10.3% | +71.6% | +83.1% |
| 1Y | +106.7% | +7.8% | +98.9% | +108.8% |
| All | +411.5% | +28.2% | +383.3% | +395.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling