+382.4%
CRWD vs ACN
-43.3%
+425.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +2.2% | -6.3% | +8.5% | +4.8% |
| 30D | -7.7% | -1.4% | -6.3% | -7.2% |
| 3M | +28.9% | +2.6% | +26.3% | +26.8% |
| 6M | +91.5% | -14.3% | +105.8% | +105.3% |
| YTD | +77.3% | -33.1% | +110.4% | +112.2% |
| 1Y | +96.3% | -28.8% | +125.1% | +126.7% |
| All | +382.4% | -43.3% | +425.7% | +504.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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