+762.8%
CRWD vs ACI
+25.9%
+736.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +1.5% | +5.9% | -4.4% | +1.6% |
| 3M | +18.5% | -19.8% | +38.3% | +18.4% |
| 6M | +109.1% | -24.7% | +133.8% | +108.9% |
| YTD | +81.8% | -24.4% | +106.2% | +81.6% |
| 1Y | +106.7% | -31.5% | +138.2% | +106.8% |
| 3Y | +428.7% | -38.7% | +467.4% | +428.8% |
| 5Y | +206.4% | -42.8% | +249.2% | +204.2% |
| All | +762.8% | +25.9% | +736.9% | +693.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling