+122.5%
CRWV vs ROL
-34.2%
+156.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | 0.0% |
| 7D | -0.4% | -3.2% | +2.7% | -1.4% |
| 30D | -17.4% | -4.9% | -12.5% | -18.6% |
| 3M | -7.1% | -25.8% | +18.8% | -15.1% |
| 6M | +8.6% | -37.6% | +46.1% | -5.4% |
| YTD | +24.3% | -41.5% | +65.7% | +7.1% |
| 1Y | -21.0% | -39.5% | +18.4% | -30.0% |
| All | +122.5% | -34.2% | +156.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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