+255.9%
CRWD vs DOCS
-21.3%
+277.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.9% |
| 7D | -7.7% | -0.6% | -7.2% | -7.6% |
| 30D | -17.9% | +6.3% | -24.2% | -19.1% |
| 3M | +0.3% | +26.5% | -26.2% | -5.1% |
| 6M | +71.1% | +24.8% | +46.3% | +58.5% |
| YTD | +92.6% | -26.8% | +119.4% | +100.3% |
| 1Y | +62.0% | -38.3% | +100.3% | +74.6% |
| 3Y | +360.0% | +36.0% | +324.0% | +279.6% |
| 5Y | +220.7% | -55.0% | +275.7% | +203.9% |
| All | +255.9% | -21.3% | +277.2% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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