+1,298.7%
CRDO vs COF
+54.3%
+1,244.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.3% |
| 7D | -4.5% | -5.1% | +0.7% | -1.4% |
| 30D | -39.2% | -6.0% | -33.2% | -37.3% |
| 3M | -38.5% | +14.8% | -53.3% | -44.5% |
| 6M | +40.6% | +15.3% | +25.2% | +25.9% |
| YTD | +13.2% | -13.0% | +26.3% | +18.8% |
| 1Y | +2.3% | -5.7% | +8.0% | +0.7% |
| 3Y | +942.5% | +118.1% | +824.4% | +502.8% |
| All | +1,298.7% | +54.3% | +1,244.4% | +918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling