+216.7%
CRWD vs ACGL
+158.6%
+58.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -2.3% | -2.9% | +0.6% | -1.6% |
| 30D | -2.1% | -2.8% | +0.8% | -1.5% |
| 3M | +27.5% | +6.8% | +20.7% | +24.7% |
| 6M | +95.8% | -1.5% | +97.4% | +95.6% |
| YTD | +79.2% | -0.2% | +79.4% | +77.5% |
| 1Y | +96.3% | +5.3% | +91.0% | +90.5% |
| 3Y | +399.8% | +30.3% | +369.5% | +348.6% |
| 5Y | +216.7% | +151.8% | +64.9% | +109.3% |
| All | +216.7% | +158.6% | +58.1% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling