+225.5%
CRWD vs XLU
+42.8%
+182.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.0% | -1.6% | -1.4% | -2.6% |
| 30D | -6.8% | -3.3% | -3.5% | -6.1% |
| 3M | +19.6% | -3.2% | +22.7% | +20.2% |
| 6M | +87.1% | -7.0% | +94.0% | +89.5% |
| YTD | +76.4% | +0.6% | +75.8% | +73.6% |
| 1Y | +90.8% | +2.4% | +88.4% | +86.4% |
| 3Y | +380.0% | +46.3% | +333.7% | +312.0% |
| All | +225.5% | +42.8% | +182.8% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling