+974.3%
CRDO vs CMS
+34.5%
+939.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | -0.5% |
| 7D | +1.6% | +0.2% | +1.5% | +1.8% |
| 30D | -30.0% | -1.3% | -28.7% | -30.6% |
| 3M | -28.3% | -5.4% | -23.0% | -30.7% |
| 6M | +44.8% | -10.3% | +55.1% | +35.5% |
| YTD | +16.7% | -0.2% | +16.9% | +16.7% |
| 1Y | +12.7% | -0.9% | +13.5% | +12.8% |
| All | +974.3% | +34.5% | +939.8% | +1,039.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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