+27.3%
CRDO vs CTAS
-1.7%
+29.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +3.7% |
| 7D | -26.7% | -1.8% | -24.9% | -28.0% |
| 30D | -24.1% | -0.2% | -23.9% | -24.2% |
| 3M | -21.6% | +11.7% | -33.3% | -14.7% |
| 6M | +66.3% | +0.7% | +65.6% | +76.8% |
| YTD | +18.5% | +7.4% | +11.1% | +33.3% |
| 1Y | +27.3% | -2.1% | +29.4% | +25.9% |
| All | +27.3% | -1.7% | +29.0% | +25.9% |
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