+925.7%
CRDO vs CLF
-18.1%
+943.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.4% | -3.9% |
| 7D | -2.4% | -3.7% | +1.3% | -1.2% |
| 30D | -35.3% | -4.7% | -30.6% | -34.6% |
| 3M | -32.6% | -4.7% | -27.9% | -32.4% |
| 6M | +42.7% | +24.0% | +18.7% | +30.3% |
| YTD | +11.4% | -10.9% | +22.3% | +9.8% |
| 1Y | -2.2% | +4.0% | -6.3% | -10.0% |
| All | +925.7% | -18.1% | +943.8% | +820.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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