+1,276.1%
CRDO vs FIVE
+52.7%
+1,223.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.2% | -3.6% |
| 7D | -2.4% | +0.6% | -2.9% | -2.5% |
| 30D | -35.3% | +3.0% | -38.3% | -36.3% |
| 3M | -32.6% | +23.2% | -55.7% | -38.0% |
| 6M | +42.7% | +9.2% | +33.6% | +34.8% |
| YTD | +11.4% | +28.1% | -16.7% | -1.5% |
| 1Y | -2.2% | +65.3% | -67.5% | -21.9% |
| 3Y | +912.1% | +49.4% | +862.7% | +640.8% |
| All | +1,276.1% | +52.7% | +1,223.3% | +842.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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