+122.5%
CRWV vs RL
+55.3%
+67.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.7% |
| 7D | -0.4% | -3.4% | +3.0% | +2.1% |
| 30D | -17.4% | -14.4% | -2.9% | -7.7% |
| 3M | -7.1% | -13.6% | +6.5% | +2.3% |
| 6M | +8.6% | +0.6% | +8.0% | +3.1% |
| YTD | +24.3% | -3.6% | +27.9% | +22.4% |
| 1Y | -21.0% | +8.3% | -29.4% | -31.5% |
| All | +122.5% | +55.3% | +67.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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