+1,100.1%
CRDO vs COMP
+27.4%
+1,072.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +24.5% | +8.9% | +15.6% | +22.3% |
| 30D | -29.5% | +14.0% | -43.5% | -31.6% |
| 3M | -47.9% | -21.1% | -26.7% | -45.5% |
| 6M | -29.6% | +20.1% | -49.7% | -33.6% |
| YTD | -2.8% | -5.0% | +2.2% | -5.0% |
| 1Y | -12.8% | +5.7% | -18.5% | -16.9% |
| 3Y | +771.1% | +412.2% | +358.8% | +455.0% |
| All | +1,100.1% | +27.4% | +1,072.7% | +873.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling