+64.0%
CRWD vs DOC
+23.5%
+40.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.7% |
| 7D | -5.5% | +5.9% | -11.3% | -4.6% |
| 30D | -16.9% | +10.3% | -27.2% | -15.4% |
| 3M | +6.6% | -2.2% | +8.8% | +6.3% |
| 6M | +73.2% | +8.2% | +65.0% | +74.6% |
| YTD | +95.1% | +35.4% | +59.7% | +99.1% |
| All | +64.0% | +23.5% | +40.5% | +63.0% |
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