+2.1%
CRWV vs SNAP
-24.3%
+26.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +6.7% |
| 7D | +6.1% | +0.7% | +5.4% | +5.8% |
| 30D | -0.6% | +2.6% | -3.2% | -2.1% |
| 3M | -17.3% | -9.9% | -7.4% | -15.5% |
| 6M | +12.4% | +1.9% | +10.5% | +6.5% |
| YTD | +24.8% | -32.2% | +57.0% | +23.1% |
| 1Y | +2.1% | -22.8% | +25.0% | +14.9% |
| All | +2.1% | -24.3% | +26.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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