+71.2%
CRDO vs FPS
+19.2%
+52.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +2.3% |
| 7D | +1.6% | +5.3% | -3.7% | -1.4% |
| 30D | -30.0% | -17.6% | -12.4% | -22.3% |
| 3M | -28.3% | -45.8% | +17.4% | -4.7% |
| 6M | +44.8% | -10.1% | +54.9% | +57.6% |
| All | +71.2% | +19.2% | +52.0% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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