+1,298.7%
CRDO vs ESI
+63.1%
+1,235.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -4.5% | -4.6% | +0.2% | -0.4% |
| 30D | -39.2% | -10.5% | -28.7% | -32.7% |
| 3M | -38.5% | -19.8% | -18.6% | -23.8% |
| 6M | +40.6% | +5.8% | +34.8% | +39.8% |
| YTD | +13.2% | +38.3% | -25.1% | -11.2% |
| 1Y | +2.3% | +31.5% | -29.2% | -16.3% |
| 3Y | +942.5% | +80.7% | +861.9% | +548.0% |
| All | +1,298.7% | +63.1% | +1,235.6% | +841.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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