+1,276.1%
CRDO vs CVE
+151.2%
+1,124.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.2% | -4.4% |
| 7D | -2.4% | +1.6% | -4.0% | -3.1% |
| 30D | -35.3% | +11.7% | -47.0% | -38.4% |
| 3M | -32.6% | +18.2% | -50.7% | -37.7% |
| 6M | +42.7% | +48.8% | -6.1% | +16.2% |
| YTD | +11.4% | +99.4% | -88.0% | -21.2% |
| 1Y | -2.2% | +97.9% | -100.1% | -30.9% |
| 3Y | +912.1% | +76.3% | +835.8% | +618.7% |
| All | +1,276.1% | +151.2% | +1,124.9% | +775.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling