+122.5%
CRWV vs COR
+18.4%
+104.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | 0.0% |
| 7D | -0.4% | -2.8% | +2.4% | -1.9% |
| 30D | -17.4% | +2.6% | -19.9% | -16.1% |
| 3M | -7.1% | +14.5% | -21.5% | -0.8% |
| 6M | +8.6% | -7.8% | +16.4% | +12.6% |
| YTD | +24.3% | -4.2% | +28.5% | +32.9% |
| 1Y | -21.0% | +7.0% | -28.0% | -11.2% |
| All | +122.5% | +18.4% | +104.1% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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