+1,339.9%
CRDO vs BURL
+9.2%
+1,330.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.1% | -0.1% |
| 7D | -18.8% | -2.6% | -16.2% | -17.8% |
| 30D | -32.9% | -30.8% | -2.1% | -22.6% |
| 3M | -24.5% | -18.7% | -5.9% | -19.0% |
| 6M | +52.7% | -16.4% | +69.2% | +61.4% |
| YTD | +16.6% | -11.6% | +28.2% | +20.2% |
| 1Y | +13.7% | -12.0% | +25.7% | +15.8% |
| 3Y | +959.0% | +63.6% | +895.4% | +777.6% |
| All | +1,339.9% | +9.2% | +1,330.7% | +1,198.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling