+942.5%
CRDO vs CLX
-36.5%
+979.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.3% |
| 7D | -4.5% | -5.7% | +1.2% | -6.3% |
| 30D | -39.2% | -17.0% | -22.2% | -43.1% |
| 3M | -38.5% | -9.7% | -28.8% | -39.7% |
| 6M | +40.6% | -19.8% | +60.4% | +35.5% |
| YTD | +13.2% | -9.8% | +23.1% | +12.4% |
| 1Y | +2.3% | -26.2% | +28.4% | -1.9% |
| 3Y | +942.5% | -36.2% | +978.7% | +906.3% |
| All | +942.5% | -36.5% | +979.0% | +906.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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