+925.7%
CRDO vs CFG
+183.3%
+742.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.7% |
| 7D | -2.4% | -1.7% | -0.7% | -1.5% |
| 30D | -35.3% | -4.6% | -30.7% | -33.7% |
| 3M | -32.6% | +7.9% | -40.4% | -35.9% |
| 6M | +42.7% | +19.9% | +22.9% | +27.6% |
| YTD | +11.4% | +21.7% | -10.3% | -2.8% |
| 1Y | -2.2% | +38.4% | -40.7% | -22.2% |
| All | +925.7% | +183.3% | +742.4% | +499.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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