+122.5%
CRWV vs XLF
+16.6%
+105.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.9% |
| 7D | -0.4% | -1.5% | +1.0% | +1.1% |
| 30D | -17.4% | -1.2% | -16.2% | -16.6% |
| 3M | -7.1% | +9.2% | -16.2% | -17.5% |
| 6M | +8.6% | +16.3% | -7.8% | -11.6% |
| YTD | +24.3% | +5.4% | +18.8% | +15.4% |
| 1Y | -21.0% | +7.6% | -28.6% | -29.1% |
| All | +122.5% | +16.6% | +105.9% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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