-16.9%
CRDO vs DVA
+62.2%
-79.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +5.8% | -15.3% | -7.5% |
| 7D | -21.4% | +4.7% | -26.2% | -19.8% |
| 30D | -35.8% | +7.8% | -43.6% | -33.6% |
| 3M | -42.6% | -15.5% | -27.1% | -45.0% |
| 6M | -24.2% | +25.0% | -49.2% | -13.6% |
| YTD | -5.1% | +69.6% | -74.7% | +34.1% |
| 1Y | -16.9% | +60.6% | -77.5% | +13.7% |
| All | -16.9% | +62.2% | -79.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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