+122.5%
CRWV vs NTR
+60.4%
+62.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -0.4% | -1.3% | +0.9% | -0.1% |
| 30D | -17.4% | +16.8% | -34.2% | -20.2% |
| 3M | -7.1% | +20.7% | -27.8% | -12.1% |
| 6M | +8.6% | +0.5% | +8.0% | +8.5% |
| YTD | +24.3% | +29.2% | -4.9% | +8.9% |
| 1Y | -21.0% | +39.6% | -60.6% | -34.2% |
| All | +122.5% | +60.4% | +62.0% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling