-29.6%
CRDO vs FN
-44.6%
+15.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | +2.0% |
| 7D | +24.5% | +20.8% | +3.7% | +7.4% |
| 30D | -29.5% | -17.3% | -12.2% | -18.6% |
| 3M | -47.9% | -38.1% | -9.7% | -27.4% |
| 6M | -29.6% | -44.2% | +14.6% | -3.4% |
| All | -29.6% | -44.6% | +15.0% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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