-58.2%
CRWV vs SNAP
-22.3%
-35.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +5.9% | -15.8% | -11.6% |
| 7D | -24.3% | -0.7% | -23.6% | -24.2% |
| 30D | -44.6% | +5.5% | -50.1% | -45.2% |
| 3M | -47.3% | +2.2% | -49.6% | -47.9% |
| 6M | -61.4% | -4.1% | -57.3% | -61.0% |
| YTD | -32.4% | -26.6% | -5.7% | -34.5% |
| 1Y | -58.2% | -20.7% | -37.4% | -59.8% |
| All | -58.2% | -22.3% | -35.9% | -59.8% |
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