+1,276.1%
CRDO vs DLR
+45.8%
+1,230.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.6% | -3.0% |
| 7D | -2.4% | -1.3% | -1.1% | -1.3% |
| 30D | -35.3% | -2.9% | -32.4% | -33.7% |
| 3M | -32.6% | +3.2% | -35.8% | -35.4% |
| 6M | +42.7% | +3.9% | +38.8% | +36.9% |
| YTD | +11.4% | +21.4% | -10.0% | -6.3% |
| 1Y | -2.2% | +9.7% | -11.9% | -10.6% |
| 3Y | +912.1% | +56.5% | +855.5% | +662.3% |
| All | +1,276.1% | +45.8% | +1,230.2% | +920.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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