+122.5%
CRWV vs DFNS
-99.5%
+222.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -0.4% | -6.3% | +5.9% | -0.1% |
| 30D | -17.4% | -74.0% | +56.6% | -12.9% |
| 3M | -7.1% | -70.1% | +63.1% | +1.5% |
| 6M | +8.6% | -93.9% | +102.5% | +40.9% |
| YTD | +24.3% | -98.1% | +122.4% | +83.5% |
| 1Y | -21.0% | -98.3% | +77.3% | +17.1% |
| All | +122.5% | -99.5% | +222.0% | +233.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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