+27.3%
CRDO vs CARR
-3.6%
+30.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.4% |
| 7D | -26.7% | +1.6% | -28.3% | -27.2% |
| 30D | -24.1% | -8.7% | -15.3% | -20.8% |
| 3M | -21.6% | -12.6% | -9.0% | -16.4% |
| 6M | +66.3% | -1.5% | +67.9% | +70.2% |
| YTD | +18.5% | +14.3% | +4.2% | +12.3% |
| 1Y | +27.3% | -4.6% | +31.9% | +41.1% |
| All | +27.3% | -3.6% | +30.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling