+44.8%
CRDO vs COR
-9.3%
+54.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | -0.1% |
| 7D | +1.6% | -3.9% | +5.5% | -0.4% |
| 30D | -30.0% | -0.3% | -29.7% | -29.7% |
| 3M | -28.3% | +15.9% | -44.2% | -25.8% |
| 6M | +44.8% | -10.3% | +55.0% | +89.5% |
| All | +44.8% | -9.3% | +54.1% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 6mo: compounded portfolio wealth divided by compounded COR 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…
6mo analysis · Full analysis span regression · 6 months rolling