+1,298.7%
CRDO vs CTAS
+118.8%
+1,179.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -4.5% | +0.5% | -5.0% | -4.7% |
| 30D | -39.2% | -0.7% | -38.5% | -39.1% |
| 3M | -38.5% | +11.1% | -49.5% | -43.3% |
| 6M | +40.6% | +2.1% | +38.4% | +36.6% |
| YTD | +13.2% | +8.0% | +5.3% | +5.6% |
| 1Y | +2.3% | -0.5% | +2.8% | +0.4% |
| 3Y | +942.5% | +66.2% | +876.3% | +544.3% |
| All | +1,298.7% | +118.8% | +1,179.9% | +579.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling