+1,298.7%
CRDO vs EL
-64.9%
+1,363.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -4.5% | -6.5% | +2.0% | -2.2% |
| 30D | -39.2% | +11.1% | -50.4% | -42.0% |
| 3M | -38.5% | +10.7% | -49.2% | -41.3% |
| 6M | +40.6% | +6.9% | +33.7% | +34.9% |
| YTD | +13.2% | -6.3% | +19.5% | +11.2% |
| 1Y | +2.3% | +13.5% | -11.2% | -7.0% |
| 3Y | +942.5% | -33.1% | +975.6% | +981.6% |
| All | +1,298.7% | -64.9% | +1,363.6% | +2,098.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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