+1,341.4%
CRDO vs FFIV
+99.7%
+1,241.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -3.1% |
| 7D | +1.6% | +3.5% | -1.8% | -1.3% |
| 30D | -30.0% | -1.3% | -28.7% | -29.2% |
| 3M | -28.3% | +2.4% | -30.7% | -29.7% |
| 6M | +44.8% | +41.8% | +3.0% | +7.3% |
| YTD | +16.7% | +58.5% | -41.8% | -23.2% |
| 1Y | +12.7% | +24.3% | -11.7% | -9.8% |
| 3Y | +960.1% | +152.0% | +808.1% | +354.3% |
| All | +1,341.4% | +99.7% | +1,241.6% | +624.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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