+1,325.8%
CRWD vs XYL
+46.1%
+1,279.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.6% |
| 30D | -6.8% | -11.9% | +5.2% | -1.3% |
| 3M | +19.6% | -1.5% | +21.1% | +19.9% |
| 6M | +87.1% | -11.9% | +99.0% | +96.0% |
| YTD | +76.4% | -20.6% | +97.0% | +93.2% |
| 1Y | +90.8% | -23.5% | +114.3% | +112.9% |
| 3Y | +380.0% | +14.9% | +365.1% | +339.6% |
| 5Y | +215.6% | -15.3% | +230.9% | +212.7% |
| All | +1,325.8% | +46.1% | +1,279.7% | +1,089.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling