+122.8%
CRWV vs CLF
+29.7%
+93.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.2% | -4.0% | -5.5% |
| 7D | +5.4% | -3.7% | +9.1% | +6.5% |
| 30D | -1.3% | -4.7% | +3.3% | -0.1% |
| 3M | -6.8% | -4.7% | -2.1% | -6.6% |
| 6M | +19.0% | +24.0% | -5.1% | +8.4% |
| YTD | +24.5% | -10.9% | +35.4% | +23.3% |
| 1Y | -23.9% | +4.0% | -28.0% | -31.9% |
| All | +122.8% | +29.7% | +93.1% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling