+122.5%
CRWV vs COF
+20.0%
+102.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -0.4% | -5.1% | +4.7% | +2.8% |
| 30D | -17.4% | -6.0% | -11.4% | -14.4% |
| 3M | -7.1% | +14.8% | -21.9% | -15.7% |
| 6M | +8.6% | +15.3% | -6.8% | -1.8% |
| YTD | +24.3% | -13.0% | +37.3% | +33.2% |
| 1Y | -21.0% | -5.7% | -15.3% | -20.6% |
| All | +122.5% | +20.0% | +102.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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