+122.5%
CRWV vs CLF
+32.2%
+90.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.7% |
| 7D | -0.4% | -3.5% | +3.1% | +0.6% |
| 30D | -17.4% | -1.6% | -15.8% | -17.1% |
| 3M | -7.1% | -12.0% | +5.0% | -4.2% |
| 6M | +8.6% | +30.0% | -21.4% | -2.3% |
| YTD | +24.3% | -9.2% | +33.5% | +22.4% |
| 1Y | -21.0% | +2.3% | -23.3% | -28.5% |
| All | +122.5% | +32.2% | +90.2% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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