-0.8%
MSFT vs CRWV
+1.0%
-1.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRWV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.7% | -7.7% | -2.6% |
| 7D | -2.7% | +6.1% | -8.8% | -3.3% |
| 30D | +2.7% | -0.6% | +3.3% | +2.3% |
| 3M | +17.0% | -17.3% | +34.2% | +16.0% |
| 6M | +23.8% | +12.4% | +11.4% | +19.2% |
| YTD | +4.0% | +24.8% | -20.8% | +0.2% |
| 1Y | -0.8% | +2.1% | -3.0% | -3.4% |
| All | -0.8% | +1.0% | -1.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWV.
Daily Out/Under-Performance
Portfolio return minus CRWV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWV 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 CRWV 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