+27.3%
CRDO vs FICO
-39.1%
+66.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -16.7% | +20.6% | 0.0% |
| 7D | -26.7% | -19.2% | -7.5% | -30.1% |
| 30D | -24.1% | -14.6% | -9.5% | -26.3% |
| 3M | -21.6% | -20.1% | -1.5% | -25.1% |
| 6M | +66.3% | -36.3% | +102.7% | +58.5% |
| YTD | +18.5% | -44.9% | +63.4% | +14.1% |
| 1Y | +27.3% | -38.6% | +65.9% | +18.9% |
| All | +27.3% | -39.1% | +66.4% | +18.9% |
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