+213.5%
CRWD vs ACM
+2.7%
+210.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.5% |
| 7D | +2.2% | -3.7% | +5.8% | +4.2% |
| 30D | -7.7% | -12.7% | +5.0% | -1.7% |
| 3M | +28.9% | -9.8% | +38.7% | +34.0% |
| 6M | +91.5% | -31.4% | +122.9% | +131.7% |
| YTD | +77.3% | -32.1% | +109.4% | +112.7% |
| 1Y | +96.3% | -47.8% | +144.1% | +179.1% |
| 3Y | +394.5% | -22.1% | +416.6% | +421.6% |
| 5Y | +213.5% | +1.8% | +211.7% | +174.6% |
| All | +213.5% | +2.7% | +210.7% | +174.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling