+122.5%
CRWV vs SPYG
+48.5%
+74.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -2.1% |
| 7D | -0.4% | -0.9% | +0.5% | +1.7% |
| 30D | -17.4% | -1.5% | -15.9% | -14.1% |
| 3M | -7.1% | +3.7% | -10.8% | -12.6% |
| 6M | +8.6% | +16.4% | -7.8% | -20.8% |
| YTD | +24.3% | +13.3% | +10.9% | -2.1% |
| 1Y | -21.0% | +17.9% | -38.9% | -41.2% |
| All | +122.5% | +48.5% | +74.0% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling