+378.4%
CRWD vs DOCN
+70.4%
+308.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -15.9% | +6.0% | -4.4% |
| 7D | -16.8% | -29.3% | +12.4% | -6.6% |
| 30D | -22.1% | -46.0% | +23.9% | -4.6% |
| 3M | +3.5% | -43.2% | +46.7% | +22.9% |
| 6M | +82.3% | -53.7% | +136.0% | +126.1% |
| YTD | +85.3% | +46.9% | +38.4% | +40.6% |
| 1Y | +62.7% | +54.3% | +8.3% | +20.7% |
| 3Y | +361.5% | +185.5% | +176.0% | +140.8% |
| 5Y | +217.7% | -31.1% | +248.8% | +148.9% |
| All | +378.4% | +70.4% | +308.1% | +186.0% |
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