+225.5%
CRWD vs ACN
-42.1%
+267.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -2.9% |
| 7D | -3.0% | -1.5% | -1.5% | -2.3% |
| 30D | -6.8% | +2.1% | -8.9% | -8.0% |
| 3M | +19.6% | +11.1% | +8.5% | +9.6% |
| 6M | +87.1% | -6.8% | +93.9% | +92.0% |
| YTD | +76.4% | -30.0% | +106.5% | +117.3% |
| 1Y | +90.8% | -23.1% | +113.9% | +117.5% |
| 3Y | +380.0% | -40.4% | +420.4% | +531.4% |
| All | +225.5% | -42.1% | +267.6% | +293.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling