+1,298.7%
CRDO vs ECL
+54.3%
+1,244.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.0% |
| 7D | -4.5% | -1.1% | -3.4% | -4.1% |
| 30D | -39.2% | -0.8% | -38.4% | -39.1% |
| 3M | -38.5% | +5.0% | -43.5% | -40.6% |
| 6M | +40.6% | +0.2% | +40.3% | +38.3% |
| YTD | +13.2% | +5.8% | +7.5% | +7.5% |
| 1Y | +2.3% | +1.5% | +0.7% | -1.4% |
| 3Y | +942.5% | +55.0% | +887.6% | +666.9% |
| All | +1,298.7% | +54.3% | +1,244.4% | +943.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling