+206.4%
XOM vs CRWD
+1,209.0%
-1,002.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.3% |
| 7D | 0.0% | +2.2% | -2.1% | -0.1% |
| 30D | +3.4% | -7.7% | +11.2% | +3.7% |
| 3M | +11.0% | +28.9% | -17.9% | +9.3% |
| 6M | +10.6% | +91.5% | -80.8% | +6.4% |
| YTD | +39.2% | +77.3% | -38.1% | +34.3% |
| 1Y | +52.7% | +96.3% | -43.5% | +46.3% |
| 3Y | +56.8% | +394.5% | -337.7% | +40.0% |
| 5Y | +261.8% | +213.5% | +48.3% | +226.3% |
| All | +206.4% | +1,209.0% | -1,002.6% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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