+225.5%
CRWD vs XYL
-16.2%
+241.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -3.0% | +1.2% | -4.2% | -3.7% |
| 30D | -6.8% | -11.9% | +5.2% | +0.5% |
| 3M | +19.6% | -1.5% | +21.1% | +19.9% |
| 6M | +87.1% | -11.9% | +99.0% | +98.6% |
| YTD | +76.4% | -20.6% | +97.0% | +98.7% |
| 1Y | +90.8% | -23.5% | +114.3% | +120.4% |
| 3Y | +380.0% | +14.9% | +365.1% | +307.4% |
| All | +225.5% | -16.2% | +241.8% | +226.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling