+122.5%
CRWV vs ESI
+47.5%
+74.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.6% |
| 7D | -0.4% | -4.6% | +4.2% | +4.1% |
| 30D | -17.4% | -10.5% | -6.9% | -8.3% |
| 3M | -7.1% | -19.8% | +12.8% | +12.4% |
| 6M | +8.6% | +5.8% | +2.8% | -1.8% |
| YTD | +24.3% | +38.3% | -14.0% | -13.7% |
| 1Y | -21.0% | +31.5% | -52.5% | -42.5% |
| All | +122.5% | +47.5% | +74.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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