+122.5%
CRWV vs CMG
-27.9%
+150.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.4% | -2.1% | +1.6% | +0.4% |
| 30D | -17.4% | +10.9% | -28.3% | -21.2% |
| 3M | -7.1% | +15.8% | -22.9% | -14.1% |
| 6M | +8.6% | +6.9% | +1.6% | +3.3% |
| YTD | +24.3% | -2.2% | +26.4% | +24.3% |
| 1Y | -21.0% | -7.1% | -13.9% | -20.0% |
| All | +122.5% | -27.9% | +150.4% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling