+1,298.7%
CRDO vs CI
+32.7%
+1,266.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | -39.2% | +1.8% | -41.0% | -39.0% |
| 3M | -38.5% | -4.2% | -34.2% | -38.5% |
| 6M | +40.6% | +8.8% | +31.7% | +41.8% |
| YTD | +13.2% | +3.7% | +9.5% | +14.0% |
| 1Y | +2.3% | -6.1% | +8.4% | +3.1% |
| 3Y | +942.5% | +4.5% | +938.1% | +910.7% |
| All | +1,298.7% | +32.7% | +1,266.0% | +1,090.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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