-56.6%
CRWV vs CMI
-0.9%
-55.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +5.9% | +5.9% |
| 7D | -15.4% | -10.0% | -5.4% | -3.0% |
| 30D | -47.5% | -13.0% | -34.5% | -36.7% |
| 3M | -45.6% | -29.9% | -15.8% | -14.8% |
| 6M | -66.4% | -36.7% | -29.7% | -40.6% |
| YTD | -35.2% | -10.9% | -24.3% | -31.0% |
| 1Y | -56.6% | -1.3% | -55.3% | -61.0% |
| All | -56.6% | -0.9% | -55.7% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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