+122.5%
CRWV vs RJF
+24.7%
+97.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.4% | -2.7% | +2.3% | +2.1% |
| 30D | -17.4% | -4.3% | -13.1% | -14.3% |
| 3M | -7.1% | +15.7% | -22.8% | -20.8% |
| 6M | +8.6% | +17.8% | -9.2% | -10.2% |
| YTD | +24.3% | +9.2% | +15.1% | +12.1% |
| 1Y | -21.0% | +2.8% | -23.8% | -24.9% |
| All | +122.5% | +24.7% | +97.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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