+942.5%
CRDO vs EXE
+15.6%
+926.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +2.4% |
| 7D | -4.5% | -3.1% | -1.3% | -3.4% |
| 30D | -39.2% | -0.9% | -38.3% | -39.1% |
| 3M | -38.5% | +9.6% | -48.0% | -41.1% |
| 6M | +40.6% | -11.6% | +52.2% | +47.1% |
| YTD | +13.2% | -12.6% | +25.8% | +17.7% |
| 1Y | +2.3% | +1.2% | +1.1% | -4.9% |
| 3Y | +942.5% | +18.0% | +924.5% | +824.7% |
| All | +942.5% | +15.6% | +926.9% | +824.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling