+1,340.4%
CRWD vs ACM
+98.4%
+1,242.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -2.8% | -5.9% | +3.1% | -0.6% |
| 30D | -5.9% | -6.2% | +0.3% | -4.0% |
| 3M | +29.0% | -7.9% | +36.9% | +31.7% |
| 6M | +91.5% | -30.6% | +122.1% | +117.3% |
| YTD | +78.2% | -33.3% | +111.5% | +103.9% |
| 1Y | +96.6% | -49.2% | +145.8% | +151.2% |
| 3Y | +397.0% | -23.5% | +420.5% | +437.3% |
| 5Y | +218.9% | +0.9% | +217.9% | +216.6% |
| All | +1,340.4% | +98.4% | +1,242.0% | +875.1% |
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