+122.5%
CRWV vs CLS
+313.6%
-191.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.6% | -6.7% | -4.4% |
| 7D | -0.4% | +10.9% | -11.4% | -6.9% |
| 30D | -17.4% | +2.1% | -19.5% | -18.7% |
| 3M | -7.1% | -10.2% | +3.1% | -1.5% |
| 6M | +8.6% | +30.4% | -21.8% | -12.4% |
| YTD | +24.3% | +17.2% | +7.0% | +5.3% |
| 1Y | -21.0% | +41.0% | -62.1% | -42.7% |
| All | +122.5% | +313.6% | -191.2% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling