+256.7%
CRWD vs DOCN
-29.3%
+286.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | 0.0% |
| 7D | +4.5% | +19.1% | -14.6% | -1.9% |
| 30D | -9.1% | -21.0% | +11.9% | -2.1% |
| 3M | +0.5% | -34.7% | +35.2% | +14.0% |
| 6M | +61.1% | -45.8% | +106.9% | +90.2% |
| YTD | +93.4% | +79.4% | +14.0% | +34.9% |
| 1Y | +71.1% | +91.0% | -19.9% | +16.2% |
| 3Y | +351.1% | +237.5% | +113.6% | +115.3% |
| All | +256.7% | -29.3% | +286.0% | +178.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling