+1,113.8%
CRDO vs FICO
+72.5%
+1,041.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.2% | +9.2% | +9.0% |
| 7D | +3.6% | +4.0% | -0.4% | +2.8% |
| 30D | -29.6% | -1.5% | -28.1% | -29.8% |
| 3M | -42.9% | -29.8% | -13.1% | -40.1% |
| 6M | -32.7% | -33.3% | +0.5% | -31.8% |
| YTD | -1.7% | -56.9% | +55.2% | +15.3% |
| 1Y | -10.8% | -59.5% | +48.7% | +7.3% |
| 3Y | +781.1% | -26.9% | +807.9% | +694.3% |
| All | +1,113.8% | +72.5% | +1,041.3% | +671.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling