+942.5%
CRDO vs BG
+18.0%
+924.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.4% |
| 7D | -4.5% | +3.1% | -7.6% | -4.1% |
| 30D | -39.2% | +10.2% | -49.5% | -38.6% |
| 3M | -38.5% | -1.7% | -36.8% | -38.2% |
| 6M | +40.6% | +1.0% | +39.6% | +41.6% |
| YTD | +13.2% | +39.9% | -26.7% | +16.2% |
| 1Y | +2.3% | +53.2% | -50.9% | +5.6% |
| 3Y | +942.5% | +16.3% | +926.3% | +897.8% |
| All | +942.5% | +18.0% | +924.6% | +897.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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