+27.3%
CRDO vs CLS
+47.9%
-20.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.4% |
| 7D | -26.7% | +4.6% | -31.3% | -28.7% |
| 30D | -24.1% | -13.9% | -10.2% | -17.1% |
| 3M | -21.6% | -26.6% | +5.0% | -6.1% |
| 6M | +66.3% | +15.4% | +50.9% | +47.2% |
| YTD | +18.5% | +5.7% | +12.9% | +7.1% |
| 1Y | +27.3% | +41.1% | -13.8% | -12.1% |
| All | +27.3% | +47.9% | -20.6% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling