+122.8%
CRWV vs CL
-2.9%
+125.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.3% |
| 7D | +5.4% | -2.4% | +7.8% | +3.3% |
| 30D | -1.3% | -4.8% | +3.4% | -4.9% |
| 3M | -6.8% | -1.7% | -5.1% | -7.2% |
| 6M | +19.0% | -3.8% | +22.8% | +17.5% |
| YTD | +24.5% | +13.3% | +11.2% | +37.4% |
| 1Y | -23.9% | +8.3% | -32.2% | -15.4% |
| All | +122.8% | -2.9% | +125.7% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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