+122.5%
CRWV vs F
+52.8%
+69.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.4% |
| 7D | -0.4% | -4.4% | +4.0% | +1.2% |
| 30D | -17.4% | +1.0% | -18.4% | -18.2% |
| 3M | -7.1% | -4.0% | -3.0% | -6.8% |
| 6M | +8.6% | +18.1% | -9.5% | -5.7% |
| YTD | +24.3% | +10.2% | +14.1% | +12.9% |
| 1Y | -21.0% | +24.3% | -45.4% | -34.2% |
| All | +122.5% | +52.8% | +69.7% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 5y: compounded portfolio wealth divided by compounded F 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…
5y analysis · Full analysis span regression · 6 months rolling