+90.4%
CRDO vs CAI
-9.9%
+100.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -4.5% | -2.9% | -1.6% | -3.9% |
| 30D | -39.2% | +9.3% | -48.6% | -40.5% |
| 3M | -38.5% | +35.2% | -73.7% | -43.1% |
| 6M | +40.6% | +30.7% | +9.9% | +29.9% |
| YTD | +13.2% | -9.8% | +23.0% | +10.1% |
| 1Y | +2.3% | -28.9% | +31.1% | +0.5% |
| All | +90.4% | -9.9% | +100.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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