+384.9%
CRWD vs XYL
+15.2%
+369.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -2.8% | -1.2% | -1.6% | -2.3% |
| 30D | -5.9% | -13.2% | +7.3% | +0.7% |
| 3M | +29.0% | -0.2% | +29.1% | +28.3% |
| 6M | +91.5% | -12.5% | +104.0% | +101.9% |
| YTD | +78.2% | -20.9% | +99.1% | +97.6% |
| 1Y | +96.6% | -21.6% | +118.2% | +119.2% |
| All | +384.9% | +15.2% | +369.7% | +322.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling