-56.6%
CRWV vs SPYG
+5.4%
-62.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +3.8% |
| 7D | -15.4% | -3.6% | -11.8% | -6.6% |
| 30D | -47.5% | -11.2% | -36.4% | -25.2% |
| 3M | -45.6% | -8.1% | -37.6% | -29.2% |
| 6M | -66.4% | -3.3% | -63.1% | -61.1% |
| YTD | -35.2% | +5.5% | -40.7% | -39.9% |
| 1Y | -56.6% | +7.0% | -63.6% | -60.8% |
| All | -56.6% | +5.4% | -62.1% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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