+1,341.4%
CRDO vs ESI
+70.0%
+1,271.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +1.1% |
| 7D | +1.6% | +3.9% | -2.3% | -1.7% |
| 30D | -30.0% | -3.8% | -26.2% | -27.1% |
| 3M | -28.3% | -13.1% | -15.2% | -17.0% |
| 6M | +44.8% | +11.3% | +33.4% | +37.7% |
| YTD | +16.7% | +44.1% | -27.4% | -11.7% |
| 1Y | +12.7% | +40.3% | -27.7% | -12.9% |
| 3Y | +960.1% | +84.1% | +876.0% | +547.2% |
| All | +1,341.4% | +70.0% | +1,271.4% | +835.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling