-61.8%
CRWV vs VCLT
-3.5%
-58.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.1% | -9.9% | -9.9% |
| 7D | -28.1% | +0.3% | -28.4% | -28.2% |
| 30D | -52.4% | +3.6% | -56.0% | -54.1% |
| 3M | -51.4% | -1.9% | -49.5% | -49.9% |
| 6M | -65.9% | -3.2% | -62.7% | -64.5% |
| YTD | -39.0% | -3.1% | -36.0% | -36.8% |
| 1Y | -61.8% | -3.1% | -58.8% | -60.0% |
| All | -61.8% | -3.5% | -58.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling