+1,340.4%
CRWD vs XLU
+78.6%
+1,261.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -2.8% | -1.2% | -1.7% | -2.5% |
| 30D | -5.9% | -2.5% | -3.3% | -5.2% |
| 3M | +29.0% | -2.7% | +31.7% | +29.7% |
| 6M | +91.5% | -7.5% | +98.9% | +95.0% |
| YTD | +78.2% | +0.9% | +77.3% | +75.6% |
| 1Y | +96.6% | +3.3% | +93.3% | +92.0% |
| 3Y | +397.0% | +47.3% | +349.7% | +323.4% |
| 5Y | +218.9% | +44.4% | +174.5% | +173.1% |
| All | +1,340.4% | +78.6% | +1,261.8% | +1,068.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling