+149.6%
CRWV vs FICO
-50.2%
+199.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.6% | +11.7% |
| 7D | +22.0% | -15.4% | +37.4% | +17.4% |
| 30D | +10.1% | -10.4% | +20.5% | +7.9% |
| 3M | -2.5% | -22.7% | +20.2% | -7.3% |
| 6M | +36.8% | -36.8% | +73.5% | +26.9% |
| YTD | +39.4% | -44.8% | +84.2% | +28.0% |
| 1Y | +6.7% | -39.3% | +46.0% | -1.2% |
| All | +149.6% | -50.2% | +199.8% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling