+1,325.8%
CRWD vs XRT
+126.1%
+1,199.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.9% |
| 7D | -3.0% | -3.2% | +0.2% | -1.1% |
| 30D | -6.8% | -4.5% | -2.3% | -4.4% |
| 3M | +19.6% | -3.1% | +22.7% | +21.2% |
| 6M | +87.1% | +4.2% | +82.8% | +80.3% |
| YTD | +76.4% | -0.1% | +76.5% | +74.6% |
| 1Y | +90.8% | -3.0% | +93.9% | +92.0% |
| 3Y | +380.0% | +41.8% | +338.2% | +273.6% |
| 5Y | +215.6% | -1.3% | +216.9% | +196.6% |
| All | +1,325.8% | +126.1% | +1,199.7% | +639.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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