+959.0%
CRDO vs CVE
+75.1%
+883.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.8% |
| 7D | -18.8% | +0.2% | -19.0% | -18.8% |
| 30D | -32.9% | +17.5% | -50.4% | -37.9% |
| 3M | -24.5% | +16.2% | -40.7% | -30.2% |
| 6M | +52.7% | +47.8% | +5.0% | +20.8% |
| YTD | +16.6% | +98.5% | -81.9% | -22.5% |
| 1Y | +13.7% | +109.8% | -96.1% | -27.4% |
| 3Y | +959.0% | +75.5% | +883.6% | +550.3% |
| All | +959.0% | +75.1% | +883.9% | +550.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling