+122.5%
CRWV vs TLN
+56.3%
+66.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -0.4% | -1.3% | +0.9% | +0.7% |
| 30D | -17.4% | -14.3% | -3.1% | -8.4% |
| 3M | -7.1% | -9.3% | +2.2% | +0.8% |
| 6M | +8.6% | -1.1% | +9.7% | +10.2% |
| YTD | +24.3% | -16.6% | +40.8% | +36.2% |
| 1Y | -21.0% | -22.0% | +1.0% | -9.3% |
| All | +122.5% | +56.3% | +66.1% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling