-61.8%
CRWV vs GTLB
+4.3%
-66.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -6.5% | -3.4% | -9.1% |
| 7D | -28.1% | -13.5% | -14.6% | -27.0% |
| 30D | -52.4% | -5.1% | -47.3% | -51.8% |
| 3M | -51.4% | +35.5% | -86.9% | -52.6% |
| 6M | -65.9% | +97.2% | -163.1% | -68.1% |
| YTD | -39.0% | +30.5% | -69.6% | -40.6% |
| 1Y | -61.8% | +6.9% | -68.7% | -63.8% |
| All | -61.8% | +4.3% | -66.1% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling