+1,276.1%
CRDO vs DBX
+52.1%
+1,224.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.9% | -5.1% |
| 7D | -2.4% | -1.8% | -0.5% | -1.7% |
| 30D | -35.3% | +2.8% | -38.1% | -36.4% |
| 3M | -32.6% | +26.8% | -59.3% | -41.1% |
| 6M | +42.7% | +32.8% | +9.9% | +17.8% |
| YTD | +11.4% | +26.1% | -14.7% | -5.9% |
| 1Y | -2.2% | +14.1% | -16.4% | -12.4% |
| 3Y | +912.1% | +25.7% | +886.3% | +711.4% |
| All | +1,276.1% | +52.1% | +1,224.0% | +831.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 all: compounded portfolio wealth divided by compounded DBX 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…
all analysis · Full analysis span regression · 6 months rolling