+122.5%
CRWV vs FLEX
+239.2%
-116.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.3% | -4.9% |
| 7D | -0.4% | +5.7% | -6.1% | -4.0% |
| 30D | -17.4% | -7.0% | -10.4% | -13.2% |
| 3M | -7.1% | -23.8% | +16.8% | +9.4% |
| 6M | +8.6% | +82.6% | -74.1% | -43.0% |
| YTD | +24.3% | +91.6% | -67.4% | -38.5% |
| 1Y | -21.0% | +100.6% | -121.6% | -63.0% |
| All | +122.5% | +239.2% | -116.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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