+122.5%
CRWV vs ES
+19.2%
+103.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -0.4% | -3.6% | +3.1% | +0.4% |
| 30D | -17.4% | -4.2% | -13.2% | -16.6% |
| 3M | -7.1% | +0.1% | -7.2% | -7.7% |
| 6M | +8.6% | -6.2% | +14.8% | +10.6% |
| YTD | +24.3% | +4.1% | +20.2% | +20.5% |
| 1Y | -21.0% | +10.2% | -31.2% | -28.7% |
| All | +122.5% | +19.2% | +103.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling