+942.5%
CRDO vs CCI
-10.3%
+952.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +2.6% |
| 7D | -4.5% | -0.3% | -4.2% | -4.6% |
| 30D | -39.2% | +2.2% | -41.5% | -38.6% |
| 3M | -38.5% | -16.9% | -21.6% | -41.6% |
| 6M | +40.6% | -11.5% | +52.1% | +36.6% |
| YTD | +13.2% | -12.8% | +26.1% | +9.4% |
| 1Y | +2.3% | -17.1% | +19.4% | -2.9% |
| 3Y | +942.5% | -9.6% | +952.2% | +890.5% |
| All | +942.5% | -10.3% | +952.8% | +890.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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