+1,341.4%
CRDO vs FICO
+132.7%
+1,208.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.2% | -1.2% |
| 7D | +1.6% | -10.6% | +12.2% | +3.7% |
| 30D | -30.0% | -6.3% | -23.7% | -29.6% |
| 3M | -28.3% | -19.7% | -8.6% | -27.3% |
| 6M | +44.8% | -31.8% | +76.6% | +52.9% |
| YTD | +16.7% | -41.8% | +58.5% | +30.9% |
| 1Y | +12.7% | -36.4% | +49.1% | +17.9% |
| 3Y | +960.1% | +9.3% | +950.8% | +773.0% |
| All | +1,341.4% | +132.7% | +1,208.6% | +775.7% |
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