+959.0%
CRDO vs GD
+72.8%
+886.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -18.8% | -3.5% | -15.3% | -18.1% |
| 30D | -32.9% | -9.0% | -23.8% | -31.5% |
| 3M | -24.5% | +5.1% | -29.6% | -25.5% |
| 6M | +52.7% | -1.0% | +53.7% | +52.7% |
| YTD | +16.6% | +7.3% | +9.3% | +13.2% |
| 1Y | +13.7% | +12.4% | +1.3% | +9.2% |
| 3Y | +959.0% | +73.7% | +885.3% | +957.4% |
| All | +959.0% | +72.8% | +886.2% | +957.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling