+1,298.7%
CRDO vs BG
+43.0%
+1,255.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +1.7% |
| 7D | -4.5% | +3.1% | -7.6% | -4.6% |
| 30D | -39.2% | +10.2% | -49.5% | -39.6% |
| 3M | -38.5% | -1.7% | -36.8% | -38.3% |
| 6M | +40.6% | +1.0% | +39.6% | +40.3% |
| YTD | +13.2% | +39.9% | -26.7% | +9.7% |
| 1Y | +2.3% | +53.2% | -50.9% | -2.0% |
| 3Y | +942.5% | +16.3% | +926.3% | +931.3% |
| All | +1,298.7% | +43.0% | +1,255.7% | +1,238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling