+1,341.4%
CRDO vs BURL
+2.3%
+1,339.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +2.7% |
| 7D | +1.6% | -7.0% | +8.6% | +4.5% |
| 30D | -30.0% | -35.6% | +5.6% | -17.0% |
| 3M | -28.3% | -26.3% | -2.1% | -20.1% |
| 6M | +44.8% | -20.7% | +65.5% | +56.1% |
| YTD | +16.7% | -17.2% | +33.9% | +23.4% |
| 1Y | +12.7% | -15.0% | +27.7% | +16.2% |
| 3Y | +960.1% | +53.2% | +906.9% | +801.0% |
| All | +1,341.4% | +2.3% | +1,339.1% | +1,232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling