+122.5%
CRWV vs SITM
+289.5%
-167.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -2.0% |
| 7D | -0.4% | +3.9% | -4.3% | -1.8% |
| 30D | -17.4% | -6.6% | -10.8% | -15.7% |
| 3M | -7.1% | -11.9% | +4.8% | -5.4% |
| 6M | +8.6% | +81.1% | -72.6% | -18.7% |
| YTD | +24.3% | +80.0% | -55.7% | -9.6% |
| 1Y | -21.0% | +145.8% | -166.9% | -51.8% |
| All | +122.5% | +289.5% | -167.0% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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