+1,341.4%
CRDO vs ACM
-1.9%
+1,343.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +2.1% |
| 7D | +1.6% | -3.7% | +5.3% | +4.1% |
| 30D | -30.0% | -12.7% | -17.4% | -24.6% |
| 3M | -28.3% | -9.8% | -18.5% | -26.0% |
| 6M | +44.8% | -31.4% | +76.2% | +86.7% |
| YTD | +16.7% | -32.1% | +48.8% | +48.3% |
| 1Y | +12.7% | -47.8% | +60.5% | +82.8% |
| 3Y | +960.1% | -22.1% | +982.2% | +1,093.0% |
| All | +1,341.4% | -1.9% | +1,343.2% | +1,227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling