+1,298.7%
CRDO vs FERG
+58.6%
+1,240.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | -4.5% | -2.6% | -1.9% | -2.7% |
| 30D | -39.2% | -8.9% | -30.3% | -35.2% |
| 3M | -38.5% | -2.0% | -36.4% | -38.0% |
| 6M | +40.6% | -3.2% | +43.8% | +42.5% |
| YTD | +13.2% | +1.5% | +11.7% | +9.8% |
| 1Y | +2.3% | +0.5% | +1.8% | +0.1% |
| 3Y | +942.5% | +50.4% | +892.1% | +675.7% |
| All | +1,298.7% | +58.6% | +1,240.1% | +776.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling