+1,364.1%
CRDO vs BURL
+13.5%
+1,350.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +2.8% |
| 7D | -26.7% | -2.8% | -23.9% | -25.8% |
| 30D | -24.1% | -28.2% | +4.1% | -13.8% |
| 3M | -21.6% | -17.6% | -4.0% | -16.3% |
| 6M | +66.3% | -11.8% | +78.1% | +72.3% |
| YTD | +18.5% | -8.1% | +26.7% | +20.4% |
| 1Y | +27.3% | -12.0% | +39.2% | +29.7% |
| 3Y | +914.7% | +63.3% | +851.4% | +738.0% |
| All | +1,364.1% | +13.5% | +1,350.7% | +1,200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling