+122.5%
CRWV vs TGT
+58.6%
+63.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -0.4% | -5.2% | +4.8% | +1.0% |
| 30D | -17.4% | +1.2% | -18.6% | -18.0% |
| 3M | -7.1% | +18.4% | -25.4% | -12.3% |
| 6M | +8.6% | +33.4% | -24.9% | -3.0% |
| YTD | +24.3% | +63.8% | -39.5% | -0.5% |
| 1Y | -21.0% | +77.2% | -98.2% | -40.0% |
| All | +122.5% | +58.6% | +63.8% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling