+1,348.4%
CRWD vs ACN
+9.1%
+1,339.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.9% |
| 7D | -2.3% | -4.8% | +2.5% | +0.4% |
| 30D | -2.1% | +1.9% | -3.9% | -3.2% |
| 3M | +27.5% | +3.9% | +23.6% | +21.4% |
| 6M | +95.8% | -15.0% | +110.8% | +110.4% |
| YTD | +79.2% | -31.9% | +111.1% | +119.6% |
| 1Y | +96.3% | -28.5% | +124.8% | +130.9% |
| 3Y | +399.8% | -41.9% | +441.7% | +555.1% |
| 5Y | +216.7% | -42.9% | +259.6% | +314.0% |
| All | +1,348.4% | +9.1% | +1,339.3% | +1,278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling