+1,341.4%
CRDO vs ECL
+52.1%
+1,289.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | +1.6% | -2.7% | +4.4% | +2.7% |
| 30D | -30.0% | -4.3% | -25.7% | -29.0% |
| 3M | -28.3% | +3.2% | -31.6% | -30.3% |
| 6M | +44.8% | -2.9% | +47.7% | +44.4% |
| YTD | +16.7% | +4.3% | +12.4% | +11.3% |
| 1Y | +12.7% | +1.6% | +11.0% | +8.1% |
| 3Y | +960.1% | +54.3% | +905.8% | +679.4% |
| All | +1,341.4% | +52.1% | +1,289.3% | +981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling