-56.6%
CRWV vs CMG
+9.1%
-65.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +6.4% |
| 7D | -15.4% | +8.0% | -23.4% | -16.0% |
| 30D | -47.5% | +11.9% | -59.4% | -48.1% |
| 3M | -45.6% | +2.1% | -47.8% | -45.8% |
| 6M | -66.4% | +5.2% | -71.5% | -66.6% |
| YTD | -35.2% | -6.9% | -28.3% | -32.6% |
| 1Y | -56.6% | +12.7% | -69.3% | -57.0% |
| All | -56.6% | +9.1% | -65.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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