+106.7%
CRWD vs XYL
-23.4%
+130.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.5% |
| 7D | -2.4% | -5.0% | +2.6% | -1.6% |
| 30D | +1.5% | -13.2% | +14.8% | +3.6% |
| 3M | +18.5% | -3.7% | +22.2% | +19.6% |
| 6M | +109.1% | -17.7% | +126.8% | +115.9% |
| YTD | +81.8% | -21.5% | +103.4% | +87.0% |
| 1Y | +106.7% | -24.5% | +131.2% | +118.4% |
| All | +106.7% | -23.4% | +130.0% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling