+62.9%
CRWD vs DOC
+20.9%
+42.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | -13.4% | +6.5% | -19.9% | -12.4% |
| 30D | -18.3% | +9.2% | -27.4% | -17.0% |
| 3M | +4.6% | -2.5% | +7.1% | +4.2% |
| 6M | +85.4% | +7.1% | +78.3% | +86.4% |
| YTD | +85.1% | +33.0% | +52.1% | +88.4% |
| 1Y | +62.9% | +23.3% | +39.7% | +62.7% |
| All | +62.9% | +20.9% | +42.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling