+925.7%
CRDO vs ALM
+1,934.4%
-1,008.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.6% | +5.1% | -3.1% |
| 7D | -2.4% | -7.1% | +4.8% | -1.4% |
| 30D | -35.3% | +24.7% | -60.0% | -37.3% |
| 3M | -32.6% | +8.3% | -40.9% | -33.6% |
| 6M | +42.7% | -22.2% | +64.9% | +43.9% |
| YTD | +11.4% | +88.1% | -76.7% | +5.6% |
| 1Y | -2.2% | +272.4% | -274.6% | -11.6% |
| All | +925.7% | +1,934.4% | -1,008.7% | +822.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 3y: compounded portfolio wealth divided by compounded ALM 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…
3y analysis · Full analysis span regression · 6 months rolling