+122.5%
CRWV vs M
+77.1%
+45.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.9% | -2.5% |
| 7D | -0.4% | -4.2% | +3.8% | +0.8% |
| 30D | -17.4% | -7.2% | -10.2% | -15.6% |
| 3M | -7.1% | -11.1% | +4.1% | -3.9% |
| 6M | +8.6% | +28.8% | -20.2% | -1.0% |
| YTD | +24.3% | +2.0% | +22.2% | +20.8% |
| 1Y | -21.0% | +31.3% | -52.3% | -29.1% |
| All | +122.5% | +77.1% | +45.4% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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