+1,298.7%
CRDO vs ALM
+936.8%
+361.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.2% | +2.5% |
| 7D | -4.5% | -11.8% | +7.4% | -3.0% |
| 30D | -39.2% | +7.8% | -47.0% | -39.9% |
| 3M | -38.5% | -9.3% | -29.2% | -38.1% |
| 6M | +40.6% | -30.5% | +71.1% | +43.5% |
| YTD | +13.2% | +75.8% | -62.6% | +8.2% |
| 1Y | +2.3% | +241.2% | -238.9% | -6.8% |
| 3Y | +942.5% | +1,872.6% | -930.1% | +776.9% |
| All | +1,298.7% | +936.8% | +361.9% | +1,171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling