+351.1%
CRWD vs XRT
+58.7%
+292.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +4.5% | +1.7% | +2.7% | +3.6% |
| 30D | -9.1% | +7.5% | -16.6% | -12.5% |
| 3M | +0.5% | +2.2% | -1.7% | -1.0% |
| 6M | +61.1% | +14.7% | +46.5% | +48.2% |
| YTD | +93.4% | +7.5% | +85.9% | +84.1% |
| 1Y | +71.1% | +14.1% | +57.0% | +56.7% |
| 3Y | +351.1% | +58.8% | +292.3% | +262.2% |
| All | +351.1% | +58.7% | +292.4% | +262.2% |
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