+122.5%
CRWV vs CMI
+77.2%
+45.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -1.6% |
| 7D | -0.4% | -0.7% | +0.3% | +0.5% |
| 30D | -17.4% | -12.4% | -5.0% | -2.8% |
| 3M | -7.1% | -14.8% | +7.7% | +14.6% |
| 6M | +8.6% | +0.8% | +7.8% | +5.1% |
| YTD | +24.3% | +10.2% | +14.1% | +8.4% |
| 1Y | -21.0% | +37.4% | -58.5% | -48.2% |
| All | +122.5% | +77.2% | +45.3% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling