+928.1%
CRDO vs FICO
+3.0%
+925.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -16.7% | +20.6% | +6.3% |
| 7D | -26.7% | -19.2% | -7.5% | -24.6% |
| 30D | -24.1% | -14.6% | -9.5% | -22.7% |
| 3M | -21.6% | -20.1% | -1.5% | -21.7% |
| 6M | +66.3% | -36.3% | +102.7% | +77.3% |
| YTD | +18.5% | -44.9% | +63.4% | +34.0% |
| 1Y | +27.3% | -38.6% | +65.9% | +31.5% |
| All | +928.1% | +3.0% | +925.2% | +732.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling