+80.6%
CRWD vs DOCN
+110.0%
-29.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | 0.0% |
| 7D | -9.6% | -20.0% | +10.4% | -5.4% |
| 30D | -11.6% | -38.8% | +27.2% | -2.8% |
| 3M | +14.1% | -34.8% | +48.9% | +23.0% |
| 6M | +105.4% | -22.8% | +128.2% | +110.4% |
| YTD | +105.6% | +74.6% | +31.0% | +72.6% |
| 1Y | +80.6% | +116.4% | -35.9% | +45.6% |
| All | +80.6% | +110.0% | -29.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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