-16.9%
CRDO vs EME
-3.1%
-13.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.6% | +0.1% | +0.6% |
| 7D | -21.4% | -5.8% | -15.6% | -16.3% |
| 30D | -35.8% | -17.9% | -17.8% | -20.8% |
| 3M | -42.6% | -22.0% | -20.6% | -24.8% |
| 6M | -24.2% | -29.7% | +5.5% | +12.1% |
| YTD | -5.1% | +4.7% | -9.8% | -6.6% |
| 1Y | -16.9% | -2.1% | -14.8% | -4.0% |
| All | -16.9% | -3.1% | -13.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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