+122.5%
CRWV vs PM
+28.6%
+93.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | 0.0% |
| 7D | -0.4% | +4.7% | -5.1% | +0.3% |
| 30D | -17.4% | +2.6% | -20.0% | -17.0% |
| 3M | -7.1% | +6.6% | -13.6% | -6.9% |
| 6M | +8.6% | +16.5% | -7.9% | +7.8% |
| YTD | +24.3% | +21.2% | +3.1% | +25.0% |
| 1Y | -21.0% | +17.9% | -38.9% | -17.8% |
| All | +122.5% | +28.6% | +93.9% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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