+122.5%
CRWV vs SO
+0.7%
+121.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.8% |
| 7D | -0.4% | -1.1% | +0.7% | -1.6% |
| 30D | -17.4% | -5.0% | -12.4% | -21.7% |
| 3M | -7.1% | -5.8% | -1.3% | -12.3% |
| 6M | +8.6% | -7.9% | +16.5% | +2.2% |
| YTD | +24.3% | +2.4% | +21.8% | +27.9% |
| 1Y | -21.0% | -2.3% | -18.8% | -20.3% |
| All | +122.5% | +0.7% | +121.8% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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