+1,276.1%
CRDO vs GTLB
-23.7%
+1,299.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -5.1% |
| 7D | -2.4% | -4.1% | +1.7% | -1.3% |
| 30D | -35.3% | +12.3% | -47.6% | -38.2% |
| 3M | -32.6% | +65.9% | -98.5% | -43.1% |
| 6M | +42.7% | +104.0% | -61.3% | +11.2% |
| YTD | +11.4% | +26.0% | -14.6% | -0.8% |
| 1Y | -2.2% | -3.5% | +1.3% | -6.0% |
| 3Y | +912.1% | -9.6% | +921.7% | +867.8% |
| All | +1,276.1% | -23.7% | +1,299.8% | +1,091.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling