+1,369.7%
CRWD vs XRT
+133.5%
+1,236.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | -2.4% | +0.8% | -3.2% | -2.9% |
| 30D | +1.5% | -4.2% | +5.7% | +4.0% |
| 3M | +18.5% | +5.1% | +13.5% | +14.4% |
| 6M | +109.1% | +2.4% | +106.7% | +103.8% |
| YTD | +81.8% | +3.2% | +78.6% | +76.5% |
| 1Y | +106.7% | +1.5% | +105.1% | +102.2% |
| 3Y | +428.7% | +40.6% | +388.1% | +313.9% |
| 5Y | +206.4% | -1.0% | +207.4% | +185.8% |
| All | +1,369.7% | +133.5% | +1,236.1% | +647.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling