+122.5%
CRWV vs TMO
+19.5%
+103.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -17.4% | +1.1% | -18.5% | -17.7% |
| 3M | -7.1% | +28.3% | -35.4% | -15.4% |
| 6M | +8.6% | +23.3% | -14.7% | +0.5% |
| YTD | +24.3% | +5.5% | +18.8% | +23.2% |
| 1Y | -21.0% | +24.5% | -45.6% | -27.2% |
| All | +122.5% | +19.5% | +103.0% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 5y: compounded portfolio wealth divided by compounded TMO 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…
5y analysis · Full analysis span regression · 6 months rolling