-58.2%
CRWV vs MSTR
-44.1%
-14.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +5.1% | -15.0% | -12.0% |
| 7D | -24.3% | -1.8% | -22.5% | -23.7% |
| 30D | -44.6% | -13.3% | -31.3% | -41.2% |
| 3M | -47.3% | +46.0% | -93.3% | -56.1% |
| 6M | -61.4% | -22.4% | -38.9% | -56.6% |
| YTD | -32.4% | -6.2% | -26.2% | -36.4% |
| 1Y | -58.2% | -42.3% | -15.9% | -50.5% |
| All | -58.2% | -44.1% | -14.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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