+122.5%
CRWV vs USAR
+147.8%
-25.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | +0.4% |
| 7D | -0.4% | -11.6% | +11.2% | +2.0% |
| 30D | -17.4% | -15.5% | -1.9% | -14.9% |
| 3M | -7.1% | -31.0% | +24.0% | -1.3% |
| 6M | +8.6% | -26.2% | +34.8% | +13.0% |
| YTD | +24.3% | +30.8% | -6.5% | +21.7% |
| 1Y | -21.0% | +7.1% | -28.1% | -22.4% |
| All | +122.5% | +147.8% | -25.3% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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