+122.5%
CRWV vs XLC
+16.1%
+106.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.3% |
| 7D | -0.4% | +0.5% | -0.9% | -1.1% |
| 30D | -17.4% | +2.1% | -19.5% | -19.9% |
| 3M | -7.1% | +0.7% | -7.7% | -9.4% |
| 6M | +8.6% | -3.2% | +11.8% | +14.0% |
| YTD | +24.3% | -3.8% | +28.1% | +30.0% |
| 1Y | -21.0% | -2.0% | -19.0% | -20.4% |
| All | +122.5% | +16.1% | +106.4% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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