+122.5%
CRWV vs EL
+50.0%
+72.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -0.4% | -6.5% | +6.1% | +2.5% |
| 30D | -17.4% | +11.1% | -28.5% | -22.0% |
| 3M | -7.1% | +10.7% | -17.8% | -12.4% |
| 6M | +8.6% | +6.9% | +1.7% | +2.2% |
| YTD | +24.3% | -6.3% | +30.6% | +23.3% |
| 1Y | -21.0% | +13.5% | -34.5% | -32.8% |
| All | +122.5% | +50.0% | +72.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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