+942.5%
CRDO vs GEHC
-1.6%
+944.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.5% | -7.2% | +2.7% | -2.5% |
| 30D | -39.2% | -11.6% | -27.7% | -37.2% |
| 3M | -38.5% | -0.8% | -37.6% | -39.5% |
| 6M | +40.6% | -11.9% | +52.5% | +44.3% |
| YTD | +13.2% | -21.9% | +35.2% | +21.6% |
| 1Y | +2.3% | -17.8% | +20.1% | +6.4% |
| 3Y | +942.5% | -3.5% | +946.1% | +821.3% |
| All | +942.5% | -1.6% | +944.2% | +821.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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