+942.5%
CRDO vs EXEL
+154.7%
+787.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | -4.5% | -4.9% | +0.4% | -4.0% |
| 30D | -39.2% | +11.4% | -50.6% | -40.1% |
| 3M | -38.5% | +4.9% | -43.4% | -39.0% |
| 6M | +40.6% | +34.4% | +6.2% | +34.5% |
| YTD | +13.2% | +28.0% | -14.8% | +8.9% |
| 1Y | +2.3% | +43.6% | -41.4% | -3.1% |
| 3Y | +942.5% | +155.2% | +787.3% | +854.1% |
| All | +942.5% | +154.7% | +787.8% | +854.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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