+1,369.7%
CRWD vs ACM
+110.0%
+1,259.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.4% | -3.7% | +1.3% | -1.0% |
| 30D | +1.5% | -11.1% | +12.7% | +5.5% |
| 3M | +18.5% | -8.0% | +26.5% | +21.2% |
| 6M | +109.1% | -29.7% | +138.7% | +136.2% |
| YTD | +81.8% | -29.4% | +111.2% | +103.6% |
| 1Y | +106.7% | -46.4% | +153.1% | +158.9% |
| 3Y | +428.7% | -22.3% | +451.0% | +468.1% |
| 5Y | +206.4% | +4.5% | +201.9% | +199.3% |
| All | +1,369.7% | +110.0% | +1,259.6% | +874.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling