+1,276.1%
CRDO vs COMP
+28.6%
+1,247.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.1% | +0.6% | -3.4% |
| 7D | -2.4% | -8.4% | +6.1% | -0.4% |
| 30D | -35.3% | -20.2% | -15.1% | -32.3% |
| 3M | -32.6% | +28.1% | -60.6% | -37.0% |
| 6M | +42.7% | +14.9% | +27.9% | +34.7% |
| YTD | +11.4% | -4.2% | +15.6% | +9.0% |
| 1Y | -2.2% | +10.2% | -12.5% | -8.1% |
| 3Y | +912.1% | +203.3% | +708.8% | +617.6% |
| All | +1,276.1% | +28.6% | +1,247.5% | +1,017.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling