+260.4%
CRWD vs DOCS
-20.2%
+280.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.1% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -16.9% | +7.8% | -24.7% | -18.3% |
| 3M | +6.6% | +20.0% | -13.4% | +1.9% |
| 6M | +73.2% | +26.5% | +46.7% | +60.0% |
| YTD | +95.1% | -25.8% | +120.8% | +102.1% |
| 1Y | +69.4% | -39.5% | +108.8% | +83.3% |
| 3Y | +379.3% | +60.3% | +319.0% | +277.2% |
| 5Y | +211.9% | -57.0% | +268.9% | +195.1% |
| All | +260.4% | -20.2% | +280.6% | +256.8% |
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