+220.7%
CRWD vs DOCS
-49.9%
+270.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.3% |
| 3M | +0.3% | +26.5% | -26.2% | -6.0% |
| 6M | +71.1% | +24.8% | +46.3% | +56.4% |
| YTD | +92.6% | -26.8% | +119.4% | +102.0% |
| 1Y | +62.0% | -38.3% | +100.3% | +77.3% |
| 3Y | +360.0% | +36.0% | +324.0% | +254.2% |
| 5Y | +220.7% | -55.0% | +275.7% | +227.0% |
| All | +220.7% | -49.9% | +270.6% | +227.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling