+783.0%
CRDO vs FICO
-19.7%
+802.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.7% | +7.5% | +10.0% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -38.6% | +8.4% | -47.0% | -39.5% |
| 3M | -46.8% | -30.5% | -16.3% | -45.2% |
| 6M | -29.5% | -35.7% | +6.2% | -29.5% |
| YTD | -7.6% | -57.2% | +49.5% | +6.6% |
| 1Y | -18.8% | -58.4% | +39.6% | -5.3% |
| 3Y | +783.0% | -24.8% | +807.8% | +422.1% |
| All | +783.0% | -19.7% | +802.7% | +422.1% |
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 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