+1,298.7%
CRDO vs CFG
+61.3%
+1,237.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.0% |
| 7D | -4.5% | -0.4% | -4.0% | -4.3% |
| 30D | -39.2% | -4.6% | -34.6% | -37.8% |
| 3M | -38.5% | +6.7% | -45.1% | -41.1% |
| 6M | +40.6% | +22.1% | +18.5% | +24.8% |
| YTD | +13.2% | +23.2% | -9.9% | -1.4% |
| 1Y | +2.3% | +40.3% | -38.0% | -18.2% |
| 3Y | +942.5% | +187.9% | +754.7% | +462.5% |
| All | +1,298.7% | +61.3% | +1,237.4% | +958.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling