+3.9%
SPY vs CRWV
-3.9%
+7.8%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CRWV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -1.1% | -17.4% | +16.3% | -0.1% |
| 3M | +3.9% | -7.1% | +10.9% | +3.1% |
| All | +3.9% | -3.9% | +7.8% | +3.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling