+1,298.7%
CRDO vs CME
+50.8%
+1,247.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.7% |
| 7D | -4.5% | -1.6% | -2.9% | -4.7% |
| 30D | -39.2% | +5.6% | -44.8% | -38.6% |
| 3M | -38.5% | +5.6% | -44.0% | -37.5% |
| 6M | +40.6% | -8.3% | +48.8% | +41.0% |
| YTD | +13.2% | +4.3% | +8.9% | +14.3% |
| 1Y | +2.3% | +9.1% | -6.8% | +3.4% |
| 3Y | +942.5% | +52.1% | +890.5% | +868.5% |
| All | +1,298.7% | +50.8% | +1,247.9% | +1,100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 5y: compounded portfolio wealth divided by compounded CME 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…
5y analysis · Full analysis span regression · 6 months rolling