+1,341.4%
CRDO vs CLF
-27.3%
+1,368.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +1.6% | -2.7% | +4.3% | +2.5% |
| 30D | -30.0% | -3.2% | -26.8% | -29.6% |
| 3M | -28.3% | -5.0% | -23.4% | -28.2% |
| 6M | +44.8% | +26.6% | +18.2% | +30.8% |
| YTD | +16.7% | -9.0% | +25.7% | +14.2% |
| 1Y | +12.7% | +11.8% | +0.8% | +1.4% |
| 3Y | +960.1% | -15.1% | +975.2% | +865.0% |
| All | +1,341.4% | -27.3% | +1,368.7% | +1,263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling