+1,462.8%
CRWD vs ACM
+123.6%
+1,339.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +4.5% | +5.6% | -1.2% | +2.4% |
| 30D | -9.1% | +20.8% | -29.9% | -15.4% |
| 3M | +0.5% | +11.4% | -10.9% | -3.9% |
| 6M | +61.1% | +0.9% | +60.2% | +58.8% |
| YTD | +93.4% | -24.8% | +118.2% | +111.2% |
| 1Y | +71.1% | -46.4% | +117.5% | +114.2% |
| 3Y | +351.1% | -9.2% | +360.3% | +357.4% |
| 5Y | +218.8% | +5.0% | +213.9% | +208.3% |
| All | +1,462.8% | +123.6% | +1,339.3% | +910.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling