+1,333.1%
CRWD vs XPO
+862.1%
+471.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | -7.7% | -8.1% | +0.4% | -5.3% |
| 3M | +28.9% | -19.0% | +47.9% | +37.2% |
| 6M | +91.5% | -5.2% | +96.6% | +92.3% |
| YTD | +77.3% | +35.6% | +41.8% | +56.4% |
| 1Y | +96.3% | +41.1% | +55.2% | +69.0% |
| 3Y | +394.5% | +157.9% | +236.6% | +232.1% |
| 5Y | +213.5% | +265.6% | -52.2% | +73.3% |
| All | +1,333.1% | +862.1% | +471.0% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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