+1,298.7%
CRDO vs DT
+4.7%
+1,294.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | -4.5% | -1.6% | -2.9% | -3.8% |
| 30D | -39.2% | +3.0% | -42.3% | -40.1% |
| 3M | -38.5% | +26.5% | -65.0% | -46.5% |
| 6M | +40.6% | +35.9% | +4.7% | +14.4% |
| YTD | +13.2% | +17.8% | -4.6% | -0.7% |
| 1Y | +2.3% | +4.1% | -1.8% | -3.8% |
| 3Y | +942.5% | +5.3% | +937.2% | +867.3% |
| All | +1,298.7% | +4.7% | +1,294.0% | +1,046.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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