+122.5%
CRWV vs MAR
+39.4%
+83.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.8% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -17.4% | -5.4% | -12.0% | -15.7% |
| 3M | -7.1% | -15.5% | +8.5% | -0.6% |
| 6M | +8.6% | +3.0% | +5.6% | +1.2% |
| YTD | +24.3% | +8.5% | +15.7% | +10.7% |
| 1Y | -21.0% | +26.0% | -47.0% | -40.6% |
| All | +122.5% | +39.4% | +83.1% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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