+1,276.1%
CRDO vs ES
-2.7%
+1,278.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.5% | -4.9% |
| 7D | -2.4% | -3.5% | +1.1% | -3.0% |
| 30D | -35.3% | -3.0% | -32.3% | -35.6% |
| 3M | -32.6% | -0.3% | -32.3% | -32.6% |
| 6M | +42.7% | -5.2% | +47.9% | +42.0% |
| YTD | +11.4% | +4.8% | +6.6% | +12.3% |
| 1Y | -2.2% | +12.7% | -14.9% | -0.4% |
| 3Y | +912.1% | +27.5% | +884.5% | +927.4% |
| All | +1,276.1% | -2.7% | +1,278.7% | +1,409.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling