+1,298.7%
CRDO vs DGX
+89.8%
+1,208.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.6% |
| 7D | -4.5% | -0.9% | -3.6% | -4.5% |
| 30D | -39.2% | -1.2% | -38.1% | -39.2% |
| 3M | -38.5% | +15.8% | -54.2% | -38.7% |
| 6M | +40.6% | +18.2% | +22.4% | +39.6% |
| YTD | +13.2% | +37.2% | -24.0% | +10.8% |
| 1Y | +2.3% | +30.4% | -28.1% | +0.5% |
| 3Y | +942.5% | +96.7% | +845.8% | +802.8% |
| All | +1,298.7% | +89.8% | +1,208.9% | +1,073.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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