+122.5%
CRWV vs HIG
+13.2%
+109.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | -0.4% | -1.5% | +1.0% | -0.6% |
| 30D | -17.4% | -0.4% | -17.0% | -17.4% |
| 3M | -7.1% | +6.7% | -13.7% | -7.6% |
| 6M | +8.6% | +2.0% | +6.6% | +8.4% |
| YTD | +24.3% | +0.3% | +24.0% | +24.0% |
| 1Y | -21.0% | +4.2% | -25.2% | -23.0% |
| All | +122.5% | +13.2% | +109.3% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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