+122.5%
CRWV vs ALLY
+18.7%
+103.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | -3.8% | +3.4% | +1.8% |
| 30D | -17.4% | -4.9% | -12.5% | -14.9% |
| 3M | -7.1% | -2.6% | -4.5% | -5.7% |
| 6M | +8.6% | +15.7% | -7.2% | -3.8% |
| YTD | +24.3% | -5.2% | +29.4% | +27.7% |
| 1Y | -21.0% | +2.8% | -23.8% | -23.1% |
| All | +122.5% | +18.7% | +103.8% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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