+942.5%
CRDO vs CARR
+1.4%
+941.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.7% |
| 7D | -4.5% | -3.8% | -0.7% | -1.9% |
| 30D | -39.2% | -8.9% | -30.3% | -35.1% |
| 3M | -38.5% | -17.3% | -21.1% | -29.6% |
| 6M | +40.6% | -1.4% | +42.0% | +39.4% |
| YTD | +13.2% | +10.0% | +3.3% | +1.3% |
| 1Y | +2.3% | -6.4% | +8.6% | +4.4% |
| 3Y | +942.5% | +1.5% | +941.0% | +847.0% |
| All | +942.5% | +1.4% | +941.2% | +847.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling