+27.3%
CRDO vs GTLB
+14.4%
+12.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.8% |
| 7D | -26.7% | +11.1% | -37.8% | -27.6% |
| 30D | -24.1% | +37.8% | -61.9% | -27.8% |
| 3M | -21.6% | +61.6% | -83.2% | -27.4% |
| 6M | +66.3% | +98.9% | -32.6% | +43.3% |
| YTD | +18.5% | +32.8% | -14.2% | +17.1% |
| 1Y | +27.3% | +14.7% | +12.6% | +34.2% |
| All | +27.3% | +14.4% | +12.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling