+122.5%
CRWV vs EXEL
+52.6%
+69.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.5% |
| 7D | -0.4% | -4.9% | +4.5% | +1.0% |
| 30D | -17.4% | +11.4% | -28.8% | -20.5% |
| 3M | -7.1% | +4.9% | -11.9% | -8.7% |
| 6M | +8.6% | +34.4% | -25.8% | -2.1% |
| YTD | +24.3% | +28.0% | -3.8% | +13.7% |
| 1Y | -21.0% | +43.6% | -64.7% | -29.4% |
| All | +122.5% | +52.6% | +69.9% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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