+122.5%
CRWV vs SAP
-21.0%
+143.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.4% | -4.1% | +3.7% | +0.6% |
| 30D | -17.4% | +1.1% | -18.5% | -17.8% |
| 3M | -7.1% | +26.1% | -33.2% | -14.1% |
| 6M | +8.6% | +9.8% | -1.2% | +9.4% |
| YTD | +24.3% | -13.6% | +37.8% | +46.8% |
| 1Y | -21.0% | -18.7% | -2.3% | -2.6% |
| All | +122.5% | -21.0% | +143.5% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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