-21.0%
CRWV vs CTAS
+1.1%
-22.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | +1.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.1% |
| 30D | -17.4% | -0.7% | -16.7% | -17.8% |
| 3M | -7.1% | +11.1% | -18.1% | 0.0% |
| 6M | +8.6% | +2.1% | +6.4% | +7.7% |
| YTD | +24.3% | +8.0% | +16.3% | +29.7% |
| 1Y | -21.0% | -0.5% | -20.6% | -16.1% |
| All | -21.0% | +1.1% | -22.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling