-38.5%
CRDO vs COF
+17.2%
-55.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.8% |
| 7D | -4.5% | -5.1% | +0.7% | -6.1% |
| 30D | -39.2% | -6.0% | -33.2% | -40.1% |
| 3M | -38.5% | +14.8% | -53.3% | -35.7% |
| All | -38.5% | +17.2% | -55.6% | -35.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling