+213.5%
CRWD vs XRT
-2.4%
+215.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | +0.2% |
| 7D | +2.2% | -2.4% | +4.6% | +4.1% |
| 30D | -7.7% | -6.9% | -0.8% | -2.8% |
| 3M | +28.9% | -0.4% | +29.3% | +28.4% |
| 6M | +91.5% | +2.2% | +89.2% | +85.3% |
| YTD | +77.3% | -0.7% | +78.0% | +75.5% |
| 1Y | +96.3% | -2.0% | +98.3% | +95.6% |
| 3Y | +394.5% | +41.0% | +353.5% | +248.1% |
| 5Y | +213.5% | -3.3% | +216.8% | +183.9% |
| All | +213.5% | -2.4% | +215.8% | +183.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling