+1,298.7%
CRDO vs ADP
+50.6%
+1,248.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.4% |
| 7D | -4.5% | -2.8% | -1.7% | -3.7% |
| 30D | -39.2% | +0.2% | -39.5% | -39.4% |
| 3M | -38.5% | +20.5% | -58.9% | -44.0% |
| 6M | +40.6% | +28.8% | +11.8% | +21.6% |
| YTD | +13.2% | +6.6% | +6.6% | +9.5% |
| 1Y | +2.3% | -6.9% | +9.2% | +7.5% |
| 3Y | +942.5% | +16.1% | +926.4% | +819.7% |
| All | +1,298.7% | +50.6% | +1,248.1% | +779.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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