+106.7%
CRWD vs XLV
+27.5%
+79.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -1.2% |
| 7D | -2.4% | +0.2% | -2.6% | -2.3% |
| 30D | +1.5% | +4.4% | -2.9% | +2.3% |
| 3M | +18.5% | +13.2% | +5.3% | +20.1% |
| 6M | +109.1% | +10.1% | +99.0% | +113.1% |
| YTD | +81.8% | +11.7% | +70.1% | +84.3% |
| 1Y | +106.7% | +26.9% | +79.7% | +101.1% |
| All | +106.7% | +27.5% | +79.1% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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