-61.8%
CRWV vs TLN
-20.5%
-41.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.2% | -6.6% | -7.5% |
| 7D | -28.1% | -9.4% | -18.8% | -22.3% |
| 30D | -52.4% | -15.2% | -37.2% | -45.7% |
| 3M | -51.4% | -4.1% | -47.3% | -48.9% |
| 6M | -65.9% | -17.8% | -48.0% | -60.5% |
| YTD | -39.0% | -15.6% | -23.4% | -34.6% |
| 1Y | -61.8% | -21.6% | -40.2% | -55.1% |
| All | -61.8% | -20.5% | -41.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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