-35.1%
CRDO vs COF
-6.0%
-29.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -1.2% | -16.5% | -17.5% |
| 7D | -32.0% | -2.3% | -29.7% | -31.8% |
| 30D | -49.1% | +4.1% | -53.2% | -49.2% |
| 3M | -50.0% | -7.7% | -42.3% | -49.8% |
| 6M | -42.0% | +8.3% | -50.3% | -43.0% |
| YTD | -21.9% | -14.9% | -7.0% | -27.1% |
| 1Y | -35.1% | -6.5% | -28.6% | -45.0% |
| All | -35.1% | -6.0% | -29.1% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling