+122.5%
CRWV vs Z
-54.2%
+176.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.0% |
| 7D | -0.4% | -6.0% | +5.6% | +0.7% |
| 30D | -17.4% | -2.3% | -15.1% | -17.7% |
| 3M | -7.1% | -0.6% | -6.4% | -8.4% |
| 6M | +8.6% | -27.6% | +36.2% | +19.3% |
| YTD | +24.3% | -52.4% | +76.6% | +56.9% |
| 1Y | -21.0% | -63.6% | +42.6% | +11.0% |
| All | +122.5% | -54.2% | +176.7% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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