+379.3%
CRWD vs ACGL
+35.1%
+344.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.3% |
| 7D | -5.5% | -1.1% | -4.4% | -5.4% |
| 30D | -16.9% | +13.1% | -30.0% | -18.2% |
| 3M | +6.6% | +9.8% | -3.2% | +5.2% |
| 6M | +73.2% | +15.3% | +58.0% | +69.3% |
| YTD | +95.1% | +12.7% | +82.3% | +90.4% |
| 1Y | +69.4% | +20.7% | +48.7% | +62.0% |
| 3Y | +379.3% | +34.3% | +345.0% | +378.0% |
| All | +379.3% | +35.1% | +344.2% | +378.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling