+415.3%
CRWD vs DOC
+20.8%
+394.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | -2.4% | -1.5% | -0.9% | -2.4% |
| 30D | +1.5% | -4.8% | +6.3% | +1.7% |
| 3M | +18.5% | +6.9% | +11.7% | +17.7% |
| 6M | +109.1% | +20.7% | +88.3% | +105.5% |
| YTD | +81.8% | +34.1% | +47.7% | +76.1% |
| 1Y | +106.7% | +22.6% | +84.0% | +102.1% |
| All | +415.3% | +20.8% | +394.5% | +391.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling