+1,341.4%
CRDO vs CME
+50.3%
+1,291.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | 0.0% |
| 7D | +1.6% | -0.6% | +2.3% | +1.5% |
| 30D | -30.0% | +4.7% | -34.7% | -29.4% |
| 3M | -28.3% | +7.8% | -36.2% | -27.1% |
| 6M | +44.8% | -11.0% | +55.8% | +44.9% |
| YTD | +16.7% | +4.0% | +12.7% | +17.7% |
| 1Y | +12.7% | +9.1% | +3.6% | +13.9% |
| 3Y | +960.1% | +52.3% | +907.8% | +882.8% |
| All | +1,341.4% | +50.3% | +1,291.0% | +1,136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling