-16.9%
CRDO vs FIX
+14.3%
-31.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -15.1% | +5.5% | +3.5% |
| 7D | -21.4% | -18.9% | -2.5% | -6.1% |
| 30D | -35.8% | -36.3% | +0.5% | -5.5% |
| 3M | -42.6% | -38.5% | -4.1% | -12.6% |
| 6M | -24.2% | -42.3% | +18.1% | +24.4% |
| YTD | -5.1% | +17.1% | -22.2% | -4.2% |
| 1Y | -16.9% | +14.4% | -31.3% | -15.4% |
| All | -16.9% | +14.3% | -31.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling