+2.1%
CRWV vs CME
+8.4%
-6.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +5.9% | +5.5% |
| 7D | +6.1% | -1.6% | +7.7% | +5.0% |
| 30D | -0.6% | +6.2% | -6.8% | +3.3% |
| 3M | -17.3% | +10.4% | -27.7% | -10.3% |
| 6M | +12.4% | -9.5% | +21.9% | +10.7% |
| YTD | +24.8% | +6.0% | +18.8% | +37.2% |
| 1Y | +2.1% | +9.3% | -7.1% | +20.6% |
| All | +2.1% | +8.4% | -6.3% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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