-61.8%
CRWV vs SHEL
+40.0%
-101.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.7% | -8.1% | -9.5% |
| 7D | -28.1% | -7.0% | -21.1% | -27.1% |
| 30D | -52.4% | +2.6% | -55.0% | -52.9% |
| 3M | -51.4% | +15.1% | -66.5% | -54.3% |
| 6M | -65.9% | +13.6% | -79.5% | -67.5% |
| YTD | -39.0% | +40.0% | -79.0% | -55.8% |
| 1Y | -61.8% | +39.2% | -101.0% | -72.7% |
| All | -61.8% | +40.0% | -101.8% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling