+1,341.4%
CRDO vs CLS
+2,841.8%
-1,500.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | +1.6% | +20.1% | -18.5% | -12.0% |
| 30D | -30.0% | +6.0% | -36.1% | -32.8% |
| 3M | -28.3% | -10.3% | -18.0% | -23.3% |
| 6M | +44.8% | +24.5% | +20.3% | +16.4% |
| YTD | +16.7% | +12.9% | +3.8% | -2.4% |
| 1Y | +12.7% | +36.7% | -24.0% | -20.6% |
| 3Y | +960.1% | +1,328.1% | -368.0% | +41.6% |
| All | +1,341.4% | +2,841.8% | -1,500.4% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling