+122.5%
CRWV vs MULL
+3,850.7%
-3,728.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -0.4% | -8.4% | +8.0% | +1.9% |
| 30D | -17.4% | +9.7% | -27.1% | -20.2% |
| 3M | -7.1% | -26.8% | +19.7% | -7.5% |
| 6M | +8.6% | +220.7% | -212.1% | -41.7% |
| YTD | +24.3% | +509.0% | -484.8% | -51.0% |
| 1Y | -21.0% | +1,739.5% | -1,760.5% | -81.4% |
| All | +122.5% | +3,850.7% | -3,728.2% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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