+1,333.1%
CRWD vs ACGL
+188.6%
+1,144.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +2.2% | -2.1% | +4.3% | +2.7% |
| 30D | -7.7% | -2.2% | -5.5% | -7.4% |
| 3M | +28.9% | +6.3% | +22.6% | +26.6% |
| 6M | +91.5% | +0.5% | +90.9% | +90.4% |
| YTD | +77.3% | +0.2% | +77.1% | +75.8% |
| 1Y | +96.3% | +7.3% | +89.0% | +90.7% |
| 3Y | +394.5% | +30.8% | +363.7% | +354.7% |
| 5Y | +213.5% | +155.8% | +57.7% | +141.4% |
| All | +1,333.1% | +188.6% | +1,144.5% | +1,066.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling