+942.5%
CRDO vs GME
+18.5%
+924.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.4% |
| 7D | -4.5% | +10.4% | -14.9% | -5.1% |
| 30D | -39.2% | +14.1% | -53.3% | -39.8% |
| 3M | -38.5% | -4.6% | -33.8% | -38.4% |
| 6M | +40.6% | -13.5% | +54.1% | +41.7% |
| YTD | +13.2% | +5.3% | +7.9% | +12.5% |
| 1Y | +2.3% | -14.9% | +17.2% | +3.2% |
| 3Y | +942.5% | +24.3% | +918.3% | +853.0% |
| All | +942.5% | +18.5% | +924.1% | +853.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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