+122.5%
CRWV vs NSC
+40.3%
+82.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | +0.3% |
| 30D | -17.4% | -4.5% | -12.9% | -16.5% |
| 3M | -7.1% | +3.5% | -10.6% | -8.6% |
| 6M | +8.6% | +8.5% | +0.1% | +3.3% |
| YTD | +24.3% | +12.3% | +11.9% | +15.1% |
| 1Y | -21.0% | +18.9% | -40.0% | -30.4% |
| All | +122.5% | +40.3% | +82.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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