+122.5%
CRWV vs RMBS
+58.5%
+64.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.2% |
| 7D | -0.4% | +1.8% | -2.2% | -1.3% |
| 30D | -17.4% | -13.9% | -3.5% | -10.0% |
| 3M | -7.1% | -39.8% | +32.8% | +20.6% |
| 6M | +8.6% | -6.0% | +14.6% | +0.5% |
| YTD | +24.3% | -5.4% | +29.6% | +10.0% |
| 1Y | -21.0% | -1.8% | -19.2% | -32.3% |
| All | +122.5% | +58.5% | +64.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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