+122.5%
CRWV vs CAG
-39.1%
+161.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.4% |
| 7D | -0.4% | -5.7% | +5.3% | -3.0% |
| 30D | -17.4% | -2.4% | -15.0% | -18.2% |
| 3M | -7.1% | +9.8% | -16.8% | -1.9% |
| 6M | +8.6% | -10.8% | +19.4% | +9.8% |
| YTD | +24.3% | -10.8% | +35.1% | +24.6% |
| 1Y | -21.0% | -19.0% | -2.1% | -17.6% |
| All | +122.5% | -39.1% | +161.6% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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