+122.8%
CRWV vs TLT
-3.9%
+126.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -5.0% | -5.7% |
| 7D | +5.4% | -1.6% | +7.0% | +6.1% |
| 30D | -1.3% | -1.3% | 0.0% | -0.7% |
| 3M | -6.8% | -3.7% | -3.1% | -5.4% |
| 6M | +19.0% | -6.4% | +25.3% | +20.5% |
| YTD | +24.5% | -4.5% | +28.9% | +25.8% |
| 1Y | -23.9% | -5.9% | -18.1% | -23.0% |
| All | +122.8% | -3.9% | +126.7% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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