+122.5%
CRWV vs BG
+66.6%
+55.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -0.4% | +3.1% | -3.5% | -1.4% |
| 30D | -17.4% | +10.2% | -27.6% | -20.4% |
| 3M | -7.1% | -1.7% | -5.4% | -6.4% |
| 6M | +8.6% | +1.0% | +7.6% | +7.5% |
| YTD | +24.3% | +39.9% | -15.6% | +9.3% |
| 1Y | -21.0% | +53.2% | -74.3% | -33.8% |
| All | +122.5% | +66.6% | +55.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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