+1,339.9%
CRDO vs ES
+0.9%
+1,339.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.5% |
| 7D | -18.8% | +1.4% | -20.2% | -18.6% |
| 30D | -32.9% | -1.2% | -31.7% | -33.0% |
| 3M | -24.5% | +5.0% | -29.5% | -23.9% |
| 6M | +52.7% | -2.8% | +55.6% | +52.8% |
| YTD | +16.6% | +8.6% | +8.0% | +18.3% |
| 1Y | +13.7% | +18.9% | -5.2% | +16.9% |
| 3Y | +959.0% | +32.1% | +926.9% | +982.6% |
| All | +1,339.9% | +0.9% | +1,339.0% | +1,490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling