+403.5%
CRWD vs DOCN
+88.7%
+314.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.0% | -2.6% | +2.6% |
| 7D | -5.5% | -12.8% | +7.3% | -1.1% |
| 30D | -16.9% | -41.9% | +25.0% | -0.8% |
| 3M | +6.6% | -36.9% | +43.5% | +22.0% |
| 6M | +73.2% | -52.2% | +125.5% | +113.5% |
| YTD | +95.1% | +62.7% | +32.3% | +42.8% |
| 1Y | +69.4% | +58.2% | +11.1% | +25.0% |
| 3Y | +379.3% | +219.5% | +159.8% | +141.0% |
| 5Y | +211.9% | -32.9% | +244.7% | +144.3% |
| All | +403.5% | +88.7% | +314.8% | +190.5% |
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