+942.5%
CRDO vs CLS
+1,361.6%
-419.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -4.9% | -3.1% |
| 7D | -4.5% | +10.9% | -15.4% | -11.8% |
| 30D | -39.2% | +2.1% | -41.3% | -40.2% |
| 3M | -38.5% | -10.2% | -28.3% | -34.4% |
| 6M | +40.6% | +30.4% | +10.2% | +8.4% |
| YTD | +13.2% | +17.2% | -4.0% | -8.7% |
| 1Y | +2.3% | +41.0% | -38.7% | -30.9% |
| 3Y | +942.5% | +1,338.0% | -395.4% | +40.1% |
| All | +942.5% | +1,361.6% | -419.1% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling