+1,298.7%
CRDO vs CBOE
+156.5%
+1,142.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.3% |
| 7D | -4.5% | -5.8% | +1.3% | -5.5% |
| 30D | -39.2% | -3.1% | -36.1% | -39.5% |
| 3M | -38.5% | -4.8% | -33.7% | -38.9% |
| 6M | +40.6% | -0.6% | +41.1% | +42.3% |
| YTD | +13.2% | +12.8% | +0.5% | +18.6% |
| 1Y | +2.3% | +19.8% | -17.5% | +9.1% |
| 3Y | +942.5% | +86.9% | +855.6% | +939.9% |
| All | +1,298.7% | +156.5% | +1,142.2% | +1,035.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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