+122.5%
CRWV vs CHD
-12.0%
+134.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | 0.0% |
| 7D | -0.4% | -4.5% | +4.1% | -3.3% |
| 30D | -17.4% | -6.7% | -10.7% | -20.8% |
| 3M | -7.1% | -2.7% | -4.3% | -7.8% |
| 6M | +8.6% | -4.9% | +13.5% | +7.3% |
| YTD | +24.3% | +13.3% | +10.9% | +33.4% |
| 1Y | -21.0% | +1.0% | -22.0% | -17.9% |
| All | +122.5% | -12.0% | +134.5% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 all: compounded portfolio wealth divided by compounded CHD 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…
all analysis · Full analysis span regression · 6 months rolling