+1,298.7%
CRDO vs CCI
-46.6%
+1,345.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +1.9% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | -39.2% | +2.2% | -41.5% | -39.1% |
| 3M | -38.5% | -16.9% | -21.6% | -38.9% |
| 6M | +40.6% | -11.5% | +52.1% | +39.9% |
| YTD | +13.2% | -12.8% | +26.1% | +12.4% |
| 1Y | +2.3% | -17.1% | +19.4% | +1.5% |
| 3Y | +942.5% | -9.6% | +952.2% | +871.2% |
| All | +1,298.7% | -46.6% | +1,345.3% | +1,561.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling