+122.5%
CRWV vs MKC
-34.6%
+157.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | +0.1% |
| 7D | -0.4% | -1.5% | +1.0% | -1.1% |
| 30D | -17.4% | -3.1% | -14.3% | -18.4% |
| 3M | -7.1% | +5.2% | -12.2% | -4.1% |
| 6M | +8.6% | -12.8% | +21.4% | +8.6% |
| YTD | +24.3% | -23.3% | +47.6% | +21.1% |
| 1Y | -21.0% | -24.1% | +3.1% | -20.9% |
| All | +122.5% | -34.6% | +157.1% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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