+122.5%
CRWV vs STLA
-49.6%
+172.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.6% |
| 7D | -0.4% | -2.9% | +2.5% | +0.1% |
| 30D | -17.4% | +0.9% | -18.3% | -17.7% |
| 3M | -7.1% | -21.6% | +14.6% | -2.4% |
| 6M | +8.6% | -21.6% | +30.2% | +14.1% |
| YTD | +24.3% | -50.4% | +74.7% | +46.2% |
| 1Y | -21.0% | -43.6% | +22.5% | -15.3% |
| All | +122.5% | -49.6% | +172.0% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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