+256.7%
CRWD vs DOCS
-52.4%
+309.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +4.5% | +2.6% | +1.9% | +3.8% |
| 30D | -9.1% | +11.4% | -20.5% | -11.7% |
| 3M | +0.5% | +25.4% | -24.9% | -5.5% |
| 6M | +61.1% | +42.5% | +18.6% | +42.6% |
| YTD | +93.4% | -24.7% | +118.1% | +101.2% |
| 1Y | +71.1% | -32.9% | +104.0% | +83.0% |
| 3Y | +351.1% | +39.6% | +311.4% | +245.3% |
| All | +256.7% | -52.4% | +309.1% | +257.5% |
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 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