+1,298.7%
CRDO vs DVA
+65.6%
+1,233.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.5% | -1.3% | -3.1% | -4.5% |
| 30D | -39.2% | 0.0% | -39.3% | -39.2% |
| 3M | -38.5% | -10.9% | -27.5% | -38.5% |
| 6M | +40.6% | +17.3% | +23.3% | +40.7% |
| YTD | +13.2% | +59.8% | -46.6% | +12.2% |
| 1Y | +2.3% | +36.3% | -34.0% | +2.8% |
| 3Y | +942.5% | +88.6% | +853.9% | +897.7% |
| All | +1,298.7% | +65.6% | +1,233.1% | +1,256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling