+404.5%
CRWD vs DOCN
+110.0%
+294.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.6% | -8.1% | -1.8% |
| 7D | -5.0% | +3.7% | -8.7% | -6.4% |
| 30D | -12.9% | -33.7% | +20.8% | -0.8% |
| 3M | +3.2% | -27.9% | +31.1% | +12.7% |
| 6M | +69.0% | -46.4% | +115.4% | +99.8% |
| YTD | +95.5% | +81.1% | +14.4% | +37.7% |
| 1Y | +64.6% | +74.3% | -9.7% | +17.4% |
| 3Y | +366.7% | +245.8% | +120.9% | +128.4% |
| 5Y | +226.2% | -23.7% | +249.9% | +144.6% |
| All | +404.5% | +110.0% | +294.5% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling