+1,276.1%
CRDO vs FIX
+1,772.5%
-496.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.4% |
| 7D | -2.4% | +0.7% | -3.0% | -2.9% |
| 30D | -35.3% | -5.7% | -29.6% | -32.1% |
| 3M | -32.6% | -7.4% | -25.1% | -26.4% |
| 6M | +42.7% | +15.1% | +27.6% | +32.1% |
| YTD | +11.4% | +70.7% | -59.3% | -24.5% |
| 1Y | -2.2% | +111.9% | -114.2% | -44.4% |
| 3Y | +912.1% | +759.5% | +152.5% | +147.6% |
| All | +1,276.1% | +1,772.5% | -496.5% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling