+1,457.0%
CRWD vs ACGL
+227.7%
+1,229.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | -7.7% | +1.3% | -9.0% | -8.0% |
| 30D | -17.9% | +14.2% | -32.1% | -20.4% |
| 3M | +0.3% | +11.1% | -10.8% | -2.3% |
| 6M | +71.1% | +16.4% | +54.8% | +64.4% |
| YTD | +92.6% | +13.8% | +78.9% | +85.4% |
| 1Y | +62.0% | +21.6% | +40.4% | +53.1% |
| 3Y | +360.0% | +33.5% | +326.5% | +322.1% |
| 5Y | +220.7% | +174.8% | +45.9% | +142.8% |
| All | +1,457.0% | +227.7% | +1,229.2% | +1,129.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling