+364.5%
CRWD vs XLP
+42.1%
+322.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | -0.8% |
| 7D | -13.4% | +0.7% | -14.1% | -13.0% |
| 30D | -18.3% | +10.3% | -28.5% | -14.5% |
| 3M | +4.6% | +6.5% | -2.0% | +7.9% |
| 6M | +85.4% | +8.4% | +77.0% | +93.3% |
| YTD | +85.1% | +18.2% | +66.9% | +93.8% |
| 1Y | +62.9% | +22.4% | +40.5% | +70.3% |
| 3Y | +364.5% | +41.9% | +322.6% | +389.9% |
| All | +364.5% | +42.1% | +322.4% | +389.9% |
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 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