-61.8%
CRWV vs DLTR
+35.0%
-96.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -6.2% | -3.7% | -10.1% |
| 7D | -28.1% | +4.5% | -32.6% | -27.7% |
| 30D | -52.4% | +18.7% | -71.1% | -52.2% |
| 3M | -51.4% | +7.1% | -58.6% | -51.1% |
| 6M | -65.9% | +47.2% | -113.1% | -68.7% |
| YTD | -39.0% | +12.1% | -51.2% | -36.5% |
| 1Y | -61.8% | +31.5% | -93.3% | -65.6% |
| All | -61.8% | +35.0% | -96.9% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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