+122.5%
CRWV vs BAH
-25.0%
+147.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.4% | +4.3% | -4.7% | -0.6% |
| 30D | -17.4% | -2.5% | -14.9% | -17.2% |
| 3M | -7.1% | -0.9% | -6.1% | -5.8% |
| 6M | +8.6% | +1.5% | +7.1% | +9.5% |
| YTD | +24.3% | -8.0% | +32.2% | +26.3% |
| 1Y | -21.0% | -24.7% | +3.7% | -17.3% |
| All | +122.5% | -25.0% | +147.5% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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