+216.1%
CRWD vs XLP
+32.7%
+183.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | +1.5% | -0.9% | +2.4% | +1.6% |
| 3M | +18.5% | +3.8% | +14.7% | +17.1% |
| 6M | +109.1% | -1.7% | +110.8% | +109.6% |
| YTD | +81.8% | +10.3% | +71.6% | +73.0% |
| 1Y | +106.7% | +7.8% | +98.9% | +98.3% |
| 3Y | +428.7% | +27.2% | +401.5% | +346.6% |
| All | +216.1% | +32.7% | +183.3% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling