-56.6%
CRWV vs CBOE
+42.3%
-99.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | -15.4% | +5.3% | -20.7% | -12.2% |
| 30D | -47.5% | +25.5% | -73.0% | -39.2% |
| 3M | -45.6% | +22.5% | -68.1% | -38.2% |
| 6M | -66.4% | +2.6% | -69.0% | -64.3% |
| YTD | -35.2% | +41.8% | -77.0% | -15.6% |
| 1Y | -56.6% | +40.9% | -97.5% | -42.8% |
| All | -56.6% | +42.3% | -99.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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