+783.0%
CRDO vs BURL
+95.8%
+687.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.2% | +6.1% | +8.2% |
| 7D | -5.1% | +7.7% | -12.8% | -8.7% |
| 30D | -38.6% | -7.1% | -31.5% | -36.5% |
| 3M | -46.8% | -30.3% | -16.5% | -36.9% |
| 6M | -29.5% | -15.5% | -14.0% | -25.7% |
| YTD | -7.6% | -11.0% | +3.3% | -5.9% |
| 1Y | -18.8% | -8.4% | -10.4% | -20.2% |
| 3Y | +783.0% | +96.7% | +686.3% | +592.1% |
| All | +783.0% | +95.8% | +687.2% | +592.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling