+236.0%
CRWD vs DOCS
-36.0%
+272.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | -2.4% | -1.4% | -1.0% | -2.1% |
| 30D | +1.5% | +21.8% | -20.3% | -3.9% |
| 3M | +18.5% | +27.3% | -8.8% | +10.8% |
| 6M | +109.1% | -0.3% | +109.4% | +104.0% |
| YTD | +81.8% | -40.5% | +122.3% | +98.4% |
| 1Y | +106.7% | -61.5% | +168.2% | +147.6% |
| 3Y | +428.7% | +8.2% | +420.5% | +358.7% |
| 5Y | +206.4% | -73.4% | +279.8% | +204.1% |
| All | +236.0% | -36.0% | +272.0% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling