+382.4%
CRWD vs ACM
-22.3%
+404.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.2% |
| 7D | +2.2% | -3.7% | +5.8% | +3.7% |
| 30D | -7.7% | -12.7% | +5.0% | -2.9% |
| 3M | +28.9% | -9.8% | +38.7% | +33.1% |
| 6M | +91.5% | -31.4% | +122.9% | +124.6% |
| YTD | +77.3% | -32.1% | +109.4% | +106.4% |
| 1Y | +96.3% | -47.8% | +144.1% | +167.1% |
| All | +382.4% | -22.3% | +404.7% | +413.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling