+1,369.7%
CRWD vs XLP
+74.1%
+1,295.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.4% | -1.0% | -1.4% | -2.1% |
| 30D | +1.5% | -0.9% | +2.4% | +1.7% |
| 3M | +18.5% | +3.8% | +14.7% | +16.0% |
| 6M | +109.1% | -1.7% | +110.8% | +108.9% |
| YTD | +81.8% | +10.3% | +71.6% | +70.4% |
| 1Y | +106.7% | +7.8% | +98.9% | +95.3% |
| 3Y | +428.7% | +27.2% | +401.5% | +344.4% |
| 5Y | +206.4% | +32.5% | +173.8% | +151.3% |
| All | +1,369.7% | +74.1% | +1,295.6% | +958.6% |
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