-16.9%
CRDO vs FERG
+3.8%
-20.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.7% | -12.3% | -10.9% |
| 7D | -21.4% | +7.7% | -29.1% | -24.7% |
| 30D | -35.8% | +11.5% | -47.2% | -39.7% |
| 3M | -42.6% | -2.4% | -40.3% | -42.0% |
| 6M | -24.2% | -4.0% | -20.2% | -23.5% |
| YTD | -5.1% | +13.4% | -18.5% | -17.8% |
| 1Y | -16.9% | +3.1% | -20.0% | -19.3% |
| All | -16.9% | +3.8% | -20.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling