+1,333.1%
CRWD vs XOP
+126.2%
+1,206.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | +2.2% | +1.0% | +1.2% | +1.9% |
| 30D | -7.7% | +10.8% | -18.6% | -10.1% |
| 3M | +28.9% | +19.5% | +9.4% | +22.9% |
| 6M | +91.5% | +21.6% | +69.9% | +81.1% |
| YTD | +77.3% | +55.8% | +21.5% | +57.4% |
| 1Y | +96.3% | +54.6% | +41.6% | +74.2% |
| 3Y | +394.5% | +36.6% | +357.9% | +347.1% |
| 5Y | +213.5% | +160.6% | +52.8% | +148.5% |
| All | +1,333.1% | +126.2% | +1,206.9% | +1,096.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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