+122.5%
CRWV vs COPX
+123.0%
-0.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -0.4% | -2.3% | +1.9% | +1.8% |
| 30D | -17.4% | +0.3% | -17.7% | -17.8% |
| 3M | -7.1% | +6.8% | -13.9% | -12.2% |
| 6M | +8.6% | +7.9% | +0.6% | -0.7% |
| YTD | +24.3% | +23.7% | +0.5% | -2.8% |
| 1Y | -21.0% | +71.5% | -92.6% | -56.5% |
| All | +122.5% | +123.0% | -0.5% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling