+942.5%
CRDO vs AWK
+7.8%
+934.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.2% | +0.2% |
| 7D | -4.5% | -2.1% | -2.3% | -6.4% |
| 30D | -39.2% | +2.1% | -41.3% | -37.5% |
| 3M | -38.5% | +11.4% | -49.8% | -30.4% |
| 6M | +40.6% | +3.9% | +36.7% | +51.6% |
| YTD | +13.2% | +7.7% | +5.5% | +25.8% |
| 1Y | +2.3% | +1.3% | +1.0% | +9.2% |
| 3Y | +942.5% | +7.2% | +935.4% | +1,102.4% |
| All | +942.5% | +7.8% | +934.8% | +1,102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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