+122.5%
CRWV vs SNAP
-37.8%
+160.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.3% |
| 7D | -0.4% | +3.8% | -4.3% | -2.1% |
| 30D | -17.4% | +9.2% | -26.6% | -21.1% |
| 3M | -7.1% | +6.6% | -13.6% | -12.4% |
| 6M | +8.6% | +16.9% | -8.3% | -4.0% |
| YTD | +24.3% | -29.6% | +53.9% | +40.0% |
| 1Y | -21.0% | -22.1% | +1.1% | -18.0% |
| All | +122.5% | -37.8% | +160.3% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling