+122.5%
CRWV vs DLR
+35.1%
+87.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -2.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -17.4% | -4.3% | -13.1% | -11.8% |
| 3M | -7.1% | +3.8% | -10.9% | -13.5% |
| 6M | +8.6% | +5.8% | +2.7% | -5.1% |
| YTD | +24.3% | +23.5% | +0.7% | -20.2% |
| 1Y | -21.0% | +11.1% | -32.1% | -37.8% |
| All | +122.5% | +35.1% | +87.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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