-21.0%
CRWV vs CME
+9.8%
-30.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | +0.2% |
| 7D | -0.4% | -1.6% | +1.2% | -1.3% |
| 30D | -17.4% | +5.6% | -23.0% | -14.5% |
| 3M | -7.1% | +5.6% | -12.6% | -2.2% |
| 6M | +8.6% | -8.3% | +16.8% | +8.1% |
| YTD | +24.3% | +4.3% | +19.9% | +33.8% |
| 1Y | -21.0% | +9.1% | -30.1% | -7.4% |
| All | -21.0% | +9.8% | -30.8% | -7.4% |
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