+122.5%
CRWV vs CRL
+77.3%
+45.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.7% |
| 7D | -0.4% | -3.5% | +3.1% | +0.5% |
| 30D | -17.4% | -2.1% | -15.2% | -17.0% |
| 3M | -7.1% | +48.0% | -55.0% | -18.0% |
| 6M | +8.6% | +64.7% | -56.2% | -8.1% |
| YTD | +24.3% | +39.5% | -15.2% | +10.4% |
| 1Y | -21.0% | +74.2% | -95.2% | -34.8% |
| All | +122.5% | +77.3% | +45.2% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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