+1,339.9%
CRDO vs CF
+116.3%
+1,223.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | -18.8% | -0.9% | -17.9% | -18.8% |
| 30D | -32.9% | +18.1% | -50.9% | -34.5% |
| 3M | -24.5% | +23.4% | -47.9% | -27.3% |
| 6M | +52.7% | +17.1% | +35.6% | +45.4% |
| YTD | +16.6% | +76.2% | -59.6% | +0.5% |
| 1Y | +13.7% | +62.3% | -48.6% | -0.3% |
| 3Y | +959.0% | +71.8% | +887.2% | +799.3% |
| All | +1,339.9% | +116.3% | +1,223.6% | +1,171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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