-21.0%
CRWV vs ALM
+247.3%
-268.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +1.6% |
| 7D | -0.4% | -11.8% | +11.4% | +3.2% |
| 30D | -17.4% | +7.8% | -25.2% | -19.1% |
| 3M | -7.1% | -9.3% | +2.2% | -6.9% |
| 6M | +8.6% | -30.5% | +39.1% | +9.5% |
| YTD | +24.3% | +75.8% | -51.6% | +22.1% |
| 1Y | -21.0% | +241.2% | -262.2% | -22.2% |
| All | -21.0% | +247.3% | -268.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling