-58.2%
CRWV vs XLB
+29.8%
-88.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.5% | -12.4% | -11.4% |
| 7D | -24.3% | +3.9% | -28.2% | -26.7% |
| 30D | -44.6% | +8.9% | -53.5% | -48.4% |
| 3M | -47.3% | +4.1% | -51.4% | -49.4% |
| 6M | -61.4% | +7.3% | -68.7% | -64.0% |
| YTD | -32.4% | +20.4% | -52.8% | -43.8% |
| 1Y | -58.2% | +29.5% | -87.7% | -67.3% |
| All | -58.2% | +29.8% | -88.0% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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