+122.8%
CRWV vs F
+51.8%
+71.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.2% | -9.3% | -7.4% |
| 7D | +5.4% | -3.7% | +9.1% | +6.7% |
| 30D | -1.3% | -0.7% | -0.6% | -1.7% |
| 3M | -6.8% | -1.9% | -4.9% | -7.7% |
| 6M | +19.0% | +16.1% | +2.9% | +4.2% |
| YTD | +24.5% | +9.5% | +15.0% | +13.3% |
| 1Y | -23.9% | +27.2% | -51.1% | -38.1% |
| All | +122.8% | +51.8% | +71.0% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling