+122.5%
CRWV vs TXG
+633.6%
-511.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -0.9% |
| 7D | -0.4% | +9.5% | -9.9% | -2.3% |
| 30D | -17.4% | +18.8% | -36.2% | -20.5% |
| 3M | -7.1% | +136.1% | -143.2% | -22.8% |
| 6M | +8.6% | +235.2% | -226.7% | -16.1% |
| YTD | +24.3% | +320.5% | -296.3% | -10.0% |
| 1Y | -21.0% | +425.2% | -446.2% | -45.6% |
| All | +122.5% | +633.6% | -511.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling