+1,298.7%
CRDO vs FDS
-33.2%
+1,331.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +1.6% |
| 7D | -4.5% | -14.0% | +9.5% | -4.6% |
| 30D | -39.2% | -6.2% | -33.0% | -39.2% |
| 3M | -38.5% | +10.2% | -48.6% | -39.0% |
| 6M | +40.6% | +27.4% | +13.1% | +33.7% |
| YTD | +13.2% | -9.3% | +22.5% | +17.2% |
| 1Y | +2.3% | -28.6% | +30.9% | +14.9% |
| 3Y | +942.5% | -36.8% | +979.4% | +1,094.1% |
| All | +1,298.7% | -33.2% | +1,331.9% | +1,373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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