-58.2%
CRWV vs CLS
-28.7%
-29.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -9.1% | -0.8% | -3.7% |
| 7D | -24.3% | -21.1% | -3.1% | -10.6% |
| 30D | -44.6% | -38.2% | -6.4% | -22.9% |
| 3M | -47.3% | -36.3% | -11.0% | -28.7% |
| 6M | -61.4% | -43.8% | -17.6% | -44.9% |
| YTD | -32.4% | -20.0% | -12.4% | -24.5% |
| 1Y | -58.2% | -29.6% | -28.6% | -51.4% |
| All | -58.2% | -28.7% | -29.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling