+122.5%
CRWV vs SPGI
-13.4%
+135.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -0.4% | -7.4% | +7.0% | 0.0% |
| 30D | -17.4% | +0.4% | -17.8% | -17.6% |
| 3M | -7.1% | +5.3% | -12.3% | -8.9% |
| 6M | +8.6% | +1.7% | +6.9% | +7.5% |
| YTD | +24.3% | -16.4% | +40.6% | +31.9% |
| 1Y | -21.0% | -20.5% | -0.5% | -10.0% |
| All | +122.5% | -13.4% | +135.9% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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