+149.6%
CRWV vs BURL
+4.9%
+144.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.7% | +15.5% | +13.2% |
| 7D | +22.0% | -2.6% | +24.5% | +23.0% |
| 30D | +10.1% | -30.8% | +40.9% | +27.4% |
| 3M | -2.5% | -18.7% | +16.2% | +3.2% |
| 6M | +36.8% | -16.4% | +53.2% | +39.8% |
| YTD | +39.4% | -11.6% | +51.0% | +35.2% |
| 1Y | +6.7% | -12.0% | +18.7% | +2.9% |
| All | +149.6% | +4.9% | +144.7% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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