+942.5%
CRDO vs DD
+41.1%
+901.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -4.5% | -3.5% | -1.0% | -2.4% |
| 30D | -39.2% | -11.7% | -27.6% | -34.5% |
| 3M | -38.5% | -9.2% | -29.2% | -34.8% |
| 6M | +40.6% | -7.2% | +47.8% | +47.0% |
| YTD | +13.2% | +6.6% | +6.6% | +7.0% |
| 1Y | +2.3% | +32.0% | -29.7% | -17.0% |
| 3Y | +942.5% | +42.1% | +900.4% | +710.4% |
| All | +942.5% | +41.1% | +901.4% | +710.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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