+122.5%
CRWV vs GDDY
-46.1%
+168.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.1% |
| 7D | -0.4% | -3.2% | +2.8% | -0.6% |
| 30D | -17.4% | +6.8% | -24.2% | -16.7% |
| 3M | -7.1% | +30.5% | -37.5% | -7.2% |
| 6M | +8.6% | +13.3% | -4.7% | +9.3% |
| YTD | +24.3% | -21.0% | +45.2% | +29.6% |
| 1Y | -21.0% | -34.0% | +13.0% | -14.0% |
| All | +122.5% | -46.1% | +168.6% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 10y: compounded portfolio wealth divided by compounded GDDY 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…
10y analysis · Full analysis span regression · 6 months rolling