+122.8%
CRWV vs FIVE
+207.2%
-84.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.4% | -3.8% | -4.8% |
| 7D | +5.4% | +0.6% | +4.8% | +5.3% |
| 30D | -1.3% | +3.0% | -4.3% | -3.2% |
| 3M | -6.8% | +23.2% | -30.0% | -17.7% |
| 6M | +19.0% | +9.2% | +9.8% | +9.8% |
| YTD | +24.5% | +28.1% | -3.6% | +3.4% |
| 1Y | -23.9% | +65.3% | -89.2% | -46.6% |
| All | +122.8% | +207.2% | -84.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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