-58.2%
CRWV vs DD
+49.3%
-107.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.8% | -8.1% | -8.5% |
| 7D | -24.3% | +8.7% | -32.9% | -28.8% |
| 30D | -44.6% | +15.3% | -59.9% | -50.0% |
| 3M | -47.3% | +5.9% | -53.2% | -49.5% |
| 6M | -61.4% | +11.6% | -73.0% | -64.3% |
| YTD | -32.4% | +26.5% | -58.9% | -47.2% |
| 1Y | -58.2% | +35.4% | -93.6% | -68.3% |
| All | -58.2% | +49.3% | -107.5% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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