+1,298.7%
CRDO vs ACM
-2.6%
+1,301.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.0% |
| 7D | -4.5% | -4.6% | +0.1% | -1.4% |
| 30D | -39.2% | +4.1% | -43.3% | -41.3% |
| 3M | -38.5% | -8.3% | -30.2% | -37.3% |
| 6M | +40.6% | -30.1% | +70.6% | +78.0% |
| YTD | +13.2% | -32.6% | +45.9% | +44.7% |
| 1Y | +2.3% | -49.6% | +51.9% | +71.3% |
| 3Y | +942.5% | -23.0% | +965.6% | +1,085.0% |
| All | +1,298.7% | -2.6% | +1,301.3% | +1,195.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling