-30.6%
CRDO vs FIX
-45.3%
+14.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.6% | -4.4% |
| 7D | +9.1% | +9.4% | -0.3% | -0.8% |
| 30D | -26.6% | -27.8% | +1.2% | +4.6% |
| 3M | -50.6% | -35.6% | -15.0% | -19.4% |
| 6M | -30.6% | -45.2% | +14.7% | +39.4% |
| All | -30.6% | -45.3% | +14.8% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling