+122.5%
CRWV vs XLP
+6.6%
+115.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | +0.1% |
| 7D | -0.4% | -1.4% | +1.0% | -1.3% |
| 30D | -17.4% | -2.0% | -15.4% | -18.2% |
| 3M | -7.1% | -1.5% | -5.5% | -7.4% |
| 6M | +8.6% | -0.2% | +8.8% | +9.0% |
| YTD | +24.3% | +8.7% | +15.6% | +21.4% |
| 1Y | -21.0% | +6.3% | -27.4% | -21.0% |
| All | +122.5% | +6.6% | +115.9% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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