+122.5%
CRWV vs FICO
-47.4%
+169.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.5% |
| 7D | -0.4% | +5.7% | -6.1% | +1.1% |
| 30D | -17.4% | -5.6% | -11.8% | -17.9% |
| 3M | -7.1% | -16.9% | +9.8% | -10.2% |
| 6M | +8.6% | -15.4% | +24.0% | +5.5% |
| YTD | +24.3% | -41.7% | +66.0% | +15.8% |
| 1Y | -21.0% | -38.3% | +17.2% | -26.2% |
| All | +122.5% | -47.4% | +169.9% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling