+1,395.9%
CRWD vs XLP
+86.6%
+1,309.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.3% |
| 7D | -13.4% | +0.7% | -14.1% | -13.6% |
| 30D | -18.3% | +10.3% | -28.5% | -21.5% |
| 3M | +4.6% | +6.5% | -2.0% | +1.7% |
| 6M | +85.4% | +8.4% | +77.0% | +78.0% |
| YTD | +85.1% | +18.2% | +66.9% | +68.5% |
| 1Y | +62.9% | +22.4% | +40.5% | +45.3% |
| 3Y | +364.5% | +41.9% | +322.6% | +269.7% |
| 5Y | +217.3% | +40.9% | +176.4% | +154.2% |
| All | +1,395.9% | +86.6% | +1,309.2% | +947.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling