+106.7%
CRWD vs ACM
-45.8%
+152.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.4% | -3.7% | +1.3% | -1.6% |
| 30D | +1.5% | -11.1% | +12.7% | +4.3% |
| 3M | +18.5% | -8.0% | +26.5% | +20.6% |
| 6M | +109.1% | -29.7% | +138.7% | +129.2% |
| YTD | +81.8% | -29.4% | +111.2% | +97.4% |
| 1Y | +106.7% | -46.4% | +153.1% | +147.9% |
| All | +106.7% | -45.8% | +152.4% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling