+1,341.4%
CRDO vs CRL
-11.8%
+1,353.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +1.6% | -4.6% | +6.2% | +3.4% |
| 30D | -30.0% | +0.5% | -30.5% | -30.3% |
| 3M | -28.3% | +46.6% | -75.0% | -38.9% |
| 6M | +44.8% | +57.3% | -12.5% | +19.0% |
| YTD | +16.7% | +39.5% | -22.8% | -0.5% |
| 1Y | +12.7% | +76.9% | -64.2% | -13.9% |
| 3Y | +960.1% | +39.4% | +920.7% | +726.7% |
| All | +1,341.4% | -11.8% | +1,353.2% | +1,189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling