-16.9%
CRDO vs ES
-1.6%
-15.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.1% | -11.6% | -8.4% |
| 7D | -21.4% | +5.3% | -26.7% | -19.0% |
| 30D | -35.8% | +8.9% | -44.7% | -32.5% |
| 3M | -42.6% | -1.9% | -40.7% | -42.4% |
| 6M | -24.2% | +3.9% | -28.1% | -22.9% |
| YTD | -5.1% | +8.3% | -13.4% | -3.8% |
| 1Y | -16.9% | -0.1% | -16.7% | -14.6% |
| All | -16.9% | -1.6% | -15.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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