+122.5%
CRWV vs FN
+105.4%
+17.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -1.8% |
| 7D | -0.4% | +1.8% | -2.2% | -1.4% |
| 30D | -17.4% | -27.5% | +10.1% | +0.7% |
| 3M | -7.1% | -28.8% | +21.7% | +12.8% |
| 6M | +8.6% | -20.9% | +29.5% | +15.5% |
| YTD | +24.3% | -8.9% | +33.2% | +13.7% |
| 1Y | -21.0% | +14.5% | -35.5% | -39.0% |
| All | +122.5% | +105.4% | +17.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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