+27.3%
CRDO vs DFNS
-98.3%
+125.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.9% |
| 7D | -26.7% | -16.0% | -10.7% | -26.5% |
| 30D | -24.1% | -77.7% | +53.6% | -22.7% |
| 3M | -21.6% | -77.2% | +55.6% | -6.3% |
| 6M | +66.3% | -95.2% | +161.5% | +134.0% |
| YTD | +18.5% | -98.0% | +116.5% | +80.5% |
| 1Y | +27.3% | -98.3% | +125.6% | +100.7% |
| All | +27.3% | -98.3% | +125.6% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling