-21.0%
CRWV vs CARR
-5.9%
-15.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.9% |
| 7D | -0.4% | -3.8% | +3.4% | +1.7% |
| 30D | -17.4% | -8.9% | -8.5% | -13.0% |
| 3M | -7.1% | -17.3% | +10.3% | +2.0% |
| 6M | +8.6% | -1.4% | +10.0% | +9.1% |
| YTD | +24.3% | +10.0% | +14.3% | +11.0% |
| 1Y | -21.0% | -6.4% | -14.7% | -14.8% |
| All | -21.0% | -5.9% | -15.1% | -14.8% |
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