+942.5%
CRDO vs CG
+42.2%
+900.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.8% |
| 7D | -4.5% | -9.9% | +5.4% | +2.6% |
| 30D | -39.2% | -11.7% | -27.6% | -34.2% |
| 3M | -38.5% | -4.3% | -34.2% | -37.5% |
| 6M | +40.6% | -8.8% | +49.3% | +47.4% |
| YTD | +13.2% | -26.9% | +40.1% | +35.9% |
| 1Y | +2.3% | -35.4% | +37.7% | +34.6% |
| 3Y | +942.5% | +43.0% | +899.5% | +757.6% |
| All | +942.5% | +42.2% | +900.4% | +757.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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