+213.5%
CRWD vs ACI
-43.7%
+257.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | +2.2% | -5.0% | +7.2% | +2.2% |
| 30D | -7.7% | -2.3% | -5.4% | -7.7% |
| 3M | +28.9% | -23.2% | +52.1% | +29.3% |
| 6M | +91.5% | -29.5% | +120.9% | +92.3% |
| YTD | +77.3% | -28.6% | +105.9% | +77.9% |
| 1Y | +96.3% | -34.0% | +130.3% | +97.8% |
| 3Y | +394.5% | -45.0% | +439.5% | +402.1% |
| 5Y | +213.5% | -44.0% | +257.5% | +199.9% |
| All | +213.5% | -43.7% | +257.2% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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