+44.8%
CRDO vs ALM
+1.8%
+43.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +1.9% |
| 7D | +1.6% | +3.6% | -2.0% | -0.3% |
| 30D | -30.0% | +33.8% | -63.8% | -39.1% |
| 3M | -28.3% | +14.8% | -43.1% | -34.2% |
| 6M | +44.8% | -7.0% | +51.7% | +36.1% |
| All | +44.8% | +1.8% | +43.0% | +36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling