+122.5%
CRWV vs CBOE
+28.9%
+93.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -1.4% |
| 7D | -0.4% | -5.8% | +5.4% | -3.8% |
| 30D | -17.4% | -3.1% | -14.2% | -18.8% |
| 3M | -7.1% | -4.8% | -2.3% | -8.7% |
| 6M | +8.6% | -0.6% | +9.1% | +10.7% |
| YTD | +24.3% | +12.8% | +11.5% | +37.8% |
| 1Y | -21.0% | +19.8% | -40.8% | -8.9% |
| All | +122.5% | +28.9% | +93.6% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling