+122.5%
CRWV vs SGOV
+5.8%
+116.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | 0.0% | -0.5% | -0.5% |
| 30D | -17.4% | +0.3% | -17.7% | -17.9% |
| 3M | -7.1% | +0.9% | -8.0% | -14.5% |
| 6M | +8.6% | +1.8% | +6.7% | -19.3% |
| YTD | +24.3% | +2.5% | +21.7% | -26.9% |
| 1Y | -21.0% | +3.8% | -24.8% | -56.6% |
| All | +122.5% | +5.8% | +116.7% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 5y: compounded portfolio wealth divided by compounded SGOV 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…
5y analysis · Full analysis span regression · 6 months rolling