+1,341.4%
CRDO vs ADP
+48.0%
+1,293.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +1.6% | -5.7% | +7.3% | +3.3% |
| 30D | -30.0% | -3.1% | -26.9% | -29.5% |
| 3M | -28.3% | +15.6% | -43.9% | -33.8% |
| 6M | +44.8% | +20.8% | +24.0% | +29.5% |
| YTD | +16.7% | +4.7% | +12.0% | +13.4% |
| 1Y | +12.7% | -8.3% | +21.0% | +18.6% |
| 3Y | +960.1% | +13.6% | +946.5% | +843.9% |
| All | +1,341.4% | +48.0% | +1,293.4% | +810.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling