-16.9%
CRDO vs FICO
-57.1%
+40.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.2% | -6.3% | -10.3% |
| 7D | -21.4% | +0.4% | -21.8% | -21.3% |
| 30D | -35.8% | +1.7% | -37.4% | -35.0% |
| 3M | -42.6% | -33.0% | -9.6% | -47.3% |
| 6M | -24.2% | -33.9% | +9.7% | -31.8% |
| YTD | -5.1% | -58.5% | +53.4% | -14.8% |
| 1Y | -16.9% | -56.4% | +39.5% | -25.2% |
| All | -16.9% | -57.1% | +40.3% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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