+122.5%
CRWV vs VIVK
-100.0%
+222.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.2% | +0.1% |
| 7D | -0.4% | -4.4% | +4.0% | -0.3% |
| 30D | -17.4% | -40.8% | +23.4% | -16.3% |
| 3M | -7.1% | -94.1% | +87.1% | +0.3% |
| 6M | +8.6% | -98.2% | +106.8% | +19.7% |
| YTD | +24.3% | -98.0% | +122.3% | +32.3% |
| 1Y | -21.0% | -100.0% | +78.9% | 0.0% |
| All | +122.5% | -100.0% | +222.5% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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