-16.9%
CRDO vs CTAS
+25.6%
-42.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.4% | -11.9% | -7.4% |
| 7D | -21.4% | +7.6% | -29.0% | -15.7% |
| 30D | -35.8% | +17.2% | -53.0% | -26.4% |
| 3M | -42.6% | +12.8% | -55.4% | -36.2% |
| 6M | -24.2% | +38.0% | -62.2% | -6.3% |
| YTD | -5.1% | +22.7% | -27.8% | +25.1% |
| 1Y | -16.9% | +25.6% | -42.5% | +16.6% |
| All | -16.9% | +25.6% | -42.5% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling