-56.6%
CRWV vs CARR
-6.2%
-50.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.8% | +7.1% |
| 7D | -15.4% | -2.3% | -13.1% | -14.3% |
| 30D | -47.5% | -4.4% | -43.2% | -46.1% |
| 3M | -45.6% | -17.8% | -27.9% | -39.5% |
| 6M | -66.4% | -22.2% | -44.1% | -61.7% |
| YTD | -35.2% | +0.7% | -35.9% | -40.6% |
| 1Y | -56.6% | -5.9% | -50.7% | -58.1% |
| All | -56.6% | -6.2% | -50.4% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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