+380.0%
CRWD vs XLY
+35.2%
+344.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.8% |
| 7D | -3.0% | -1.7% | -1.3% | -1.5% |
| 30D | -6.8% | -4.2% | -2.6% | -3.3% |
| 3M | +19.6% | -2.7% | +22.3% | +22.1% |
| 6M | +87.1% | -0.6% | +87.7% | +85.5% |
| YTD | +76.4% | -5.0% | +81.4% | +83.3% |
| 1Y | +90.8% | -4.1% | +94.9% | +96.0% |
| 3Y | +380.0% | +33.6% | +346.4% | +252.4% |
| All | +380.0% | +35.2% | +344.8% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling