+217.7%
CRWD vs DOC
-22.1%
+239.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.6% | -9.8% |
| 7D | -16.8% | +6.2% | -23.1% | -17.8% |
| 30D | -22.1% | +6.5% | -28.6% | -23.1% |
| 3M | +3.5% | -6.2% | +9.7% | +4.6% |
| 6M | +82.3% | +25.6% | +56.7% | +71.2% |
| YTD | +85.3% | +32.1% | +53.3% | +71.0% |
| 1Y | +62.7% | +20.3% | +42.4% | +53.9% |
| 3Y | +361.5% | +42.7% | +318.8% | +295.9% |
| 5Y | +217.7% | -22.2% | +239.9% | +261.3% |
| All | +217.7% | -22.1% | +239.8% | +261.3% |
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