+1,028.8%
CRDO vs ES
+2.4%
+1,026.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -5.7% |
| 7D | +9.1% | +2.7% | +6.4% | +9.8% |
| 30D | -26.6% | +7.6% | -34.2% | -25.1% |
| 3M | -50.6% | +0.5% | -51.0% | -50.1% |
| 6M | -30.6% | +7.6% | -38.1% | -29.1% |
| YTD | -8.6% | +10.2% | -18.8% | -6.4% |
| 1Y | -8.0% | +1.8% | -9.8% | -6.7% |
| 3Y | +704.3% | +55.4% | +649.0% | +708.5% |
| All | +1,028.8% | +2.4% | +1,026.4% | +1,158.5% |
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