+122.8%
CRWV vs FICO
-48.7%
+171.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -6.7% |
| 7D | +5.4% | -14.1% | +19.5% | +2.0% |
| 30D | -1.3% | -7.5% | +6.1% | -2.5% |
| 3M | -6.8% | -21.3% | +14.5% | -10.8% |
| 6M | +19.0% | -25.2% | +44.2% | +13.3% |
| YTD | +24.5% | -43.2% | +67.6% | +15.2% |
| 1Y | -23.9% | -37.2% | +13.3% | -29.0% |
| All | +122.8% | -48.7% | +171.5% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling