+1,325.8%
CRWD vs XME
+369.6%
+956.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -3.0% | -4.2% | +1.2% | -1.3% |
| 30D | -6.8% | -2.7% | -4.1% | -5.9% |
| 3M | +19.6% | -3.9% | +23.5% | +21.1% |
| 6M | +87.1% | -1.0% | +88.1% | +85.5% |
| YTD | +76.4% | +9.8% | +66.6% | +65.8% |
| 1Y | +90.8% | +32.5% | +58.3% | +64.1% |
| 3Y | +380.0% | +124.3% | +255.6% | +223.5% |
| 5Y | +215.6% | +165.8% | +49.8% | +101.6% |
| All | +1,325.8% | +369.6% | +956.1% | +511.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling