+384.9%
CRWD vs XME
+124.3%
+260.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +2.2% |
| 7D | -2.8% | -3.0% | +0.2% | -1.5% |
| 30D | -5.9% | -2.6% | -3.3% | -4.9% |
| 3M | +29.0% | +2.2% | +26.8% | +27.2% |
| 6M | +91.5% | +0.7% | +90.8% | +88.3% |
| YTD | +78.2% | +10.9% | +67.3% | +64.3% |
| 1Y | +96.6% | +35.7% | +60.9% | +60.0% |
| All | +384.9% | +124.3% | +260.6% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling