+382.4%
CRWD vs XRT
+40.3%
+342.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.2% |
| 7D | +2.2% | -2.4% | +4.6% | +3.5% |
| 30D | -7.7% | -6.9% | -0.8% | -4.2% |
| 3M | +28.9% | -0.4% | +29.3% | +28.5% |
| 6M | +91.5% | +2.2% | +89.2% | +86.8% |
| YTD | +77.3% | -0.7% | +78.0% | +76.2% |
| 1Y | +96.3% | -2.0% | +98.3% | +96.5% |
| All | +382.4% | +40.3% | +342.1% | +287.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling