+122.5%
CRWV vs CMS
-4.7%
+127.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.6% |
| 7D | -0.4% | -1.9% | +1.5% | -1.5% |
| 30D | -17.4% | -4.1% | -13.3% | -19.4% |
| 3M | -7.1% | -7.1% | 0.0% | -11.4% |
| 6M | +8.6% | -10.1% | +18.6% | +3.2% |
| YTD | +24.3% | -1.7% | +26.0% | +20.8% |
| 1Y | -21.0% | -3.4% | -17.7% | -23.9% |
| All | +122.5% | -4.7% | +127.2% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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