+122.5%
CRWV vs STRL
+337.8%
-215.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -2.7% |
| 7D | -0.4% | +5.0% | -5.5% | -2.6% |
| 30D | -17.4% | -6.9% | -10.5% | -14.5% |
| 3M | -7.1% | -39.1% | +32.0% | +14.2% |
| 6M | +8.6% | +21.5% | -12.9% | -16.2% |
| YTD | +24.3% | +66.9% | -42.6% | -23.6% |
| 1Y | -21.0% | +61.6% | -82.7% | -53.0% |
| All | +122.5% | +337.8% | -215.4% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling