+1,325.8%
CRWD vs XLV
+105.5%
+1,220.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -3.0% | -3.6% | +0.6% | -0.2% |
| 30D | -6.8% | -1.8% | -5.0% | -5.9% |
| 3M | +19.6% | +7.8% | +11.8% | +11.1% |
| 6M | +87.1% | +9.1% | +78.0% | +71.1% |
| YTD | +76.4% | +7.7% | +68.7% | +62.5% |
| 1Y | +90.8% | +20.4% | +70.4% | +58.2% |
| 3Y | +380.0% | +30.8% | +349.2% | +261.9% |
| 5Y | +215.6% | +34.6% | +181.0% | +134.2% |
| All | +1,325.8% | +105.5% | +1,220.3% | +581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling