+942.5%
CRDO vs CRL
+38.6%
+903.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -4.5% | -3.5% | -0.9% | -3.4% |
| 30D | -39.2% | -2.1% | -37.1% | -38.9% |
| 3M | -38.5% | +48.0% | -86.4% | -46.2% |
| 6M | +40.6% | +64.7% | -24.2% | +17.8% |
| YTD | +13.2% | +39.5% | -26.2% | -0.7% |
| 1Y | +2.3% | +74.2% | -71.9% | -17.6% |
| 3Y | +942.5% | +39.4% | +903.2% | +716.7% |
| All | +942.5% | +38.6% | +903.9% | +716.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling