+122.8%
CRWV vs CVE
+143.1%
-20.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.8% | -6.0% |
| 7D | +5.4% | +1.6% | +3.7% | +4.6% |
| 30D | -1.3% | +11.7% | -13.1% | -6.7% |
| 3M | -6.8% | +18.2% | -25.0% | -15.0% |
| 6M | +19.0% | +48.8% | -29.9% | -8.4% |
| YTD | +24.5% | +99.4% | -74.9% | -20.4% |
| 1Y | -23.9% | +97.9% | -121.8% | -51.6% |
| All | +122.8% | +143.1% | -20.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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