-58.2%
CRWV vs WOLF
-3.0%
-55.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.7% | -11.5% | -10.5% |
| 7D | -24.3% | -14.5% | -9.8% | -19.9% |
| 30D | -44.6% | -32.0% | -12.6% | -36.7% |
| 3M | -47.3% | -15.8% | -31.5% | -44.5% |
| 6M | -61.4% | -36.6% | -24.8% | -59.9% |
| YTD | -32.4% | +30.9% | -63.3% | -49.8% |
| 1Y | -58.2% | +4.1% | -62.2% | -66.5% |
| All | -58.2% | -3.0% | -55.1% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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