+32.4%
MSFT vs CRWV
+128.2%
-95.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.9% |
| 30D | +0.8% | -17.4% | +18.2% | +2.2% |
| 3M | +27.2% | -7.1% | +34.3% | +25.8% |
| 6M | +22.9% | +8.6% | +14.3% | +19.6% |
| YTD | +3.1% | +24.3% | -21.1% | -0.9% |
| 1Y | -0.3% | -21.0% | +20.8% | -1.8% |
| All | +32.4% | +128.2% | -95.8% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling