+122.8%
CRWV vs XLP
+6.3%
+116.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.2% | -6.1% |
| 7D | +5.4% | -2.5% | +7.9% | +3.7% |
| 30D | -1.3% | -1.9% | +0.6% | -2.3% |
| 3M | -6.8% | -2.1% | -4.7% | -7.4% |
| 6M | +19.0% | -1.8% | +20.8% | +19.6% |
| YTD | +24.5% | +8.3% | +16.1% | +21.3% |
| 1Y | -23.9% | +6.8% | -30.7% | -24.9% |
| All | +122.8% | +6.3% | +116.5% | +121.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling