+80.6%
CRWD vs XLU
+0.7%
+79.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.2% |
| 7D | -9.6% | +2.6% | -12.3% | -7.9% |
| 30D | -11.6% | +9.1% | -20.7% | -6.2% |
| 3M | +14.1% | -0.4% | +14.5% | +14.4% |
| 6M | +105.4% | -4.7% | +110.1% | +103.8% |
| YTD | +105.6% | +4.3% | +101.4% | +103.1% |
| 1Y | +80.6% | +1.0% | +79.6% | +81.0% |
| All | +80.6% | +0.7% | +79.9% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling