+122.5%
CRWV vs XLB
+20.1%
+102.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.6% |
| 7D | -0.4% | -2.8% | +2.4% | +3.2% |
| 30D | -17.4% | -3.1% | -14.3% | -14.3% |
| 3M | -7.1% | -0.2% | -6.9% | -8.1% |
| 6M | +8.6% | +3.1% | +5.5% | +2.3% |
| YTD | +24.3% | +13.3% | +11.0% | +2.2% |
| 1Y | -21.0% | +12.0% | -33.1% | -33.9% |
| All | +122.5% | +20.1% | +102.4% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling