-58.2%
CRWV vs STRL
-30.1%
-28.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -21.5% | +11.6% | -0.4% |
| 7D | -24.3% | -27.1% | +2.8% | -13.3% |
| 30D | -44.6% | -45.8% | +1.2% | -27.6% |
| 3M | -47.3% | -47.6% | +0.3% | -30.1% |
| 6M | -61.4% | -46.4% | -15.0% | -51.7% |
| YTD | -32.4% | -7.4% | -25.0% | -41.8% |
| 1Y | -58.2% | -25.9% | -32.3% | -60.8% |
| All | -58.2% | -30.1% | -28.1% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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