+206.6%
CRWD vs DOC
-21.4%
+228.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -13.4% | +6.5% | -19.9% | -14.4% |
| 30D | -18.3% | +9.2% | -27.4% | -19.7% |
| 3M | +4.6% | -2.5% | +7.1% | +4.9% |
| 6M | +85.4% | +7.1% | +78.3% | +81.5% |
| YTD | +85.1% | +33.0% | +52.1% | +70.5% |
| 1Y | +62.9% | +23.3% | +39.7% | +53.1% |
| 3Y | +364.5% | +44.9% | +319.6% | +296.2% |
| All | +206.6% | -21.4% | +228.1% | +246.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling