+122.5%
CRWV vs FTV
-1.7%
+124.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -0.4% | -4.0% | +3.5% | +1.5% |
| 30D | -17.4% | -11.0% | -6.4% | -12.7% |
| 3M | -7.1% | -8.4% | +1.4% | -3.3% |
| 6M | +8.6% | -2.6% | +11.1% | +8.4% |
| YTD | +24.3% | -0.6% | +24.9% | +21.2% |
| 1Y | -21.0% | +11.0% | -32.0% | -31.8% |
| All | +122.5% | -1.7% | +124.2% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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