+122.5%
CRWV vs DBX
+32.2%
+90.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | -0.4% | +2.1% | -2.5% | -0.4% |
| 30D | -17.4% | +5.7% | -23.1% | -17.5% |
| 3M | -7.1% | +31.8% | -38.9% | -10.6% |
| 6M | +8.6% | +37.5% | -28.9% | +3.5% |
| YTD | +24.3% | +27.9% | -3.6% | +23.5% |
| 1Y | -21.0% | +15.0% | -36.1% | -14.5% |
| All | +122.5% | +32.2% | +90.2% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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