+261.2%
CRWD vs DOCS
-19.3%
+280.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +0.9% |
| 7D | -5.0% | -4.2% | -0.8% | -4.0% |
| 30D | -12.9% | +8.6% | -21.5% | -14.6% |
| 3M | +3.2% | +27.2% | -24.0% | -2.4% |
| 6M | +69.0% | +26.5% | +42.5% | +56.1% |
| YTD | +95.5% | -25.0% | +120.4% | +102.1% |
| 1Y | +64.6% | -37.0% | +101.6% | +76.5% |
| 3Y | +366.7% | +39.4% | +327.3% | +283.0% |
| 5Y | +226.2% | -56.7% | +282.8% | +208.0% |
| All | +261.2% | -19.3% | +280.5% | +256.7% |
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