-16.9%
CRDO vs CLS
-28.7%
+11.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.1% | -0.5% | -3.7% |
| 7D | -21.4% | -21.1% | -0.3% | -8.0% |
| 30D | -35.8% | -38.2% | +2.5% | -12.5% |
| 3M | -42.6% | -36.3% | -6.3% | -23.8% |
| 6M | -24.2% | -43.8% | +19.6% | +6.1% |
| YTD | -5.1% | -20.0% | +14.9% | +5.5% |
| 1Y | -16.9% | -29.6% | +12.7% | -1.8% |
| All | -16.9% | -28.7% | +11.8% | -1.8% |
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