-21.0%
CRWV vs MOD
+25.0%
-46.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -3.0% |
| 7D | -0.4% | -2.8% | +2.3% | +0.9% |
| 30D | -17.4% | -5.1% | -12.3% | -15.1% |
| 3M | -7.1% | -30.3% | +23.2% | +9.8% |
| 6M | +8.6% | -5.6% | +14.2% | +12.4% |
| YTD | +24.3% | +41.8% | -17.5% | +6.6% |
| 1Y | -21.0% | +28.9% | -49.9% | -27.2% |
| All | -21.0% | +25.0% | -46.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling