+122.5%
CRWV vs STZ
-31.0%
+153.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -0.4% | -4.5% | +4.1% | -0.1% |
| 30D | -17.4% | -8.6% | -8.8% | -16.7% |
| 3M | -7.1% | -13.8% | +6.7% | -5.3% |
| 6M | +8.6% | -17.2% | +25.7% | +11.5% |
| YTD | +24.3% | -9.4% | +33.6% | +18.5% |
| 1Y | -21.0% | -11.9% | -9.2% | -22.5% |
| All | +122.5% | -31.0% | +153.5% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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