+377.8%
CRWD vs DOCN
+74.7%
+303.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -1.0% |
| 7D | -13.4% | -19.2% | +5.8% | -7.0% |
| 30D | -18.3% | -43.1% | +24.8% | -1.8% |
| 3M | +4.6% | -40.7% | +45.3% | +22.3% |
| 6M | +85.4% | -55.0% | +140.3% | +132.3% |
| YTD | +85.1% | +50.6% | +34.5% | +39.1% |
| 1Y | +62.9% | +54.0% | +9.0% | +21.1% |
| 3Y | +364.5% | +203.9% | +160.6% | +136.6% |
| 5Y | +217.3% | -29.4% | +246.7% | +146.4% |
| All | +377.8% | +74.7% | +303.1% | +183.1% |
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 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