+122.5%
CRWV vs PBF
+324.6%
-202.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | -0.4% | +5.3% | -5.7% | -0.9% |
| 30D | -17.4% | +11.7% | -29.1% | -18.3% |
| 3M | -7.1% | +91.1% | -98.1% | -12.5% |
| 6M | +8.6% | +88.4% | -79.9% | +0.8% |
| YTD | +24.3% | +194.1% | -169.8% | +5.9% |
| 1Y | -21.0% | +180.4% | -201.4% | -32.7% |
| All | +122.5% | +324.6% | -202.2% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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