-21.0%
CRWV vs EFV
+27.7%
-48.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -2.2% |
| 7D | -0.4% | -0.8% | +0.4% | +1.0% |
| 30D | -17.4% | +0.6% | -18.0% | -18.4% |
| 3M | -7.1% | +7.5% | -14.6% | -17.4% |
| 6M | +8.6% | +13.0% | -4.4% | -12.2% |
| YTD | +24.3% | +18.3% | +6.0% | -5.4% |
| 1Y | -21.0% | +26.7% | -47.8% | -43.3% |
| All | -21.0% | +27.7% | -48.7% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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