+1,341.4%
CRDO vs FDS
-28.2%
+1,369.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.1% |
| 7D | +1.6% | -8.8% | +10.4% | +1.5% |
| 30D | -30.0% | -1.4% | -28.6% | -30.0% |
| 3M | -28.3% | +13.9% | -42.2% | -28.6% |
| 6M | +44.8% | +27.4% | +17.4% | +40.0% |
| YTD | +16.7% | -2.5% | +19.2% | +20.8% |
| 1Y | +12.7% | -23.8% | +36.5% | +26.8% |
| 3Y | +960.1% | -32.5% | +992.6% | +1,118.9% |
| All | +1,341.4% | -28.2% | +1,369.5% | +1,419.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling