+62.7%
CRWD vs XLY
-0.8%
+63.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.8% | -6.0% | -7.9% |
| 7D | -16.8% | +1.2% | -18.1% | -17.0% |
| 30D | -22.1% | +5.3% | -27.4% | -23.9% |
| 3M | +3.5% | -0.6% | +4.1% | +4.3% |
| 6M | +82.3% | +0.1% | +82.3% | +81.1% |
| YTD | +85.3% | -0.9% | +86.2% | +88.6% |
| 1Y | +62.7% | -1.6% | +64.3% | +66.6% |
| All | +62.7% | -0.8% | +63.5% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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