+1,364.1%
CRDO vs FIVE
+59.6%
+1,304.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.1% | -1.2% | +1.9% |
| 7D | -26.7% | +4.3% | -31.0% | -27.8% |
| 30D | -24.1% | +12.5% | -36.6% | -27.7% |
| 3M | -21.6% | +31.2% | -52.8% | -29.7% |
| 6M | +66.3% | +14.4% | +52.0% | +54.5% |
| YTD | +18.5% | +33.9% | -15.4% | +3.1% |
| 1Y | +27.3% | +65.1% | -37.8% | +1.7% |
| 3Y | +914.7% | +49.0% | +865.7% | +644.5% |
| All | +1,364.1% | +59.6% | +1,304.5% | +885.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling