+1,014.2%
CRDO vs BURL
+8.6%
+1,005.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.8% |
| 7D | -14.0% | +5.9% | -19.8% | -16.0% |
| 30D | -40.1% | -8.3% | -31.7% | -38.2% |
| 3M | -45.9% | -31.6% | -14.3% | -37.7% |
| 6M | -31.1% | -16.6% | -14.5% | -27.6% |
| YTD | -9.8% | -12.1% | +2.3% | -7.3% |
| 1Y | -23.7% | -10.0% | -13.7% | -23.4% |
| 3Y | +708.7% | +94.3% | +614.4% | +535.9% |
| All | +1,014.2% | +8.6% | +1,005.6% | +901.3% |
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