+369.4%
CRWD vs DOCN
+171.0%
+198.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.8% |
| 7D | -2.4% | +1.1% | -3.6% | -2.7% |
| 30D | +1.5% | -9.6% | +11.2% | +5.0% |
| 3M | +18.5% | -37.7% | +56.2% | +36.6% |
| 6M | +109.1% | +115.2% | -6.1% | +44.5% |
| YTD | +81.8% | +133.7% | -51.9% | +20.1% |
| 1Y | +106.7% | +250.2% | -143.5% | +14.2% |
| 3Y | +428.7% | +320.3% | +108.4% | +145.7% |
| 5Y | +206.4% | +53.1% | +153.3% | +92.0% |
| All | +369.4% | +171.0% | +198.4% | +144.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling