+928.1%
CRDO vs BURL
+66.7%
+861.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +2.6% |
| 7D | -26.7% | -2.8% | -23.9% | -25.6% |
| 30D | -24.1% | -28.2% | +4.1% | -11.3% |
| 3M | -21.6% | -17.6% | -4.0% | -15.3% |
| 6M | +66.3% | -11.8% | +78.1% | +72.7% |
| YTD | +18.5% | -8.1% | +26.7% | +19.9% |
| 1Y | +27.3% | -12.0% | +39.2% | +29.2% |
| All | +928.1% | +66.7% | +861.5% | +708.9% |
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 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