+122.5%
CRWV vs MTUM
+51.6%
+70.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -2.8% |
| 7D | -0.4% | +0.7% | -1.1% | -1.6% |
| 30D | -17.4% | -2.4% | -15.0% | -12.3% |
| 3M | -7.1% | -3.6% | -3.4% | +1.3% |
| 6M | +8.6% | +23.7% | -15.1% | -36.1% |
| YTD | +24.3% | +22.9% | +1.4% | -24.3% |
| 1Y | -21.0% | +21.8% | -42.8% | -49.5% |
| All | +122.5% | +51.6% | +70.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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