+122.5%
CRWV vs CAT
+147.2%
-24.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.9% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | -17.4% | -4.3% | -13.1% | -13.0% |
| 3M | -7.1% | -8.6% | +1.6% | +3.3% |
| 6M | +8.6% | +16.1% | -7.5% | -10.2% |
| YTD | +24.3% | +43.8% | -19.5% | -19.3% |
| 1Y | -21.0% | +91.5% | -112.5% | -63.4% |
| All | +122.5% | +147.2% | -24.7% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 5y: compounded portfolio wealth divided by compounded CAT 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…
5y analysis · Full analysis span regression · 6 months rolling