+305.4%
CRDO vs ADVB
-88.3%
+393.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +3.9% |
| 7D | -26.7% | -3.8% | -23.0% | -26.6% |
| 30D | -24.1% | +17.6% | -41.6% | -24.7% |
| 3M | -21.6% | +119.1% | -140.7% | -27.1% |
| 6M | +66.3% | +103.4% | -37.0% | +52.0% |
| YTD | +18.5% | +59.8% | -41.3% | +9.6% |
| 1Y | +27.3% | +8.5% | +18.7% | +17.5% |
| All | +305.4% | -88.3% | +393.8% | +430.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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