+1,339.9%
CRDO vs FICO
+120.9%
+1,219.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -18.8% | -15.4% | -3.4% | -16.0% |
| 30D | -32.9% | -10.4% | -22.5% | -31.8% |
| 3M | -24.5% | -22.7% | -1.8% | -22.9% |
| 6M | +52.7% | -36.8% | +89.5% | +64.9% |
| YTD | +16.6% | -44.8% | +61.4% | +32.5% |
| 1Y | +13.7% | -39.3% | +53.0% | +20.1% |
| 3Y | +959.0% | +3.7% | +955.3% | +783.2% |
| All | +1,339.9% | +120.9% | +1,219.0% | +785.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling