+122.5%
CRWV vs ITW
+10.3%
+112.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.8% |
| 7D | -0.4% | -0.7% | +0.3% | 0.0% |
| 30D | -17.4% | -8.3% | -9.1% | -12.9% |
| 3M | -7.1% | +6.0% | -13.1% | -13.2% |
| 6M | +8.6% | 0.0% | +8.6% | +6.2% |
| YTD | +24.3% | +10.2% | +14.0% | +10.6% |
| 1Y | -21.0% | +3.2% | -24.2% | -24.3% |
| All | +122.5% | +10.3% | +112.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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