+942.5%
CRDO vs GWRE
+50.1%
+892.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.5% |
| 7D | -4.5% | -13.2% | +8.8% | -1.6% |
| 30D | -39.2% | -18.6% | -20.7% | -37.2% |
| 3M | -38.5% | +18.9% | -57.4% | -44.7% |
| 6M | +40.6% | -11.0% | +51.5% | +39.1% |
| YTD | +13.2% | -29.9% | +43.1% | +26.6% |
| 1Y | +2.3% | -44.3% | +46.6% | +31.1% |
| 3Y | +942.5% | +51.7% | +890.9% | +632.4% |
| All | +942.5% | +50.1% | +892.5% | +632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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