+1,276.1%
CRDO vs IAG
+733.6%
+542.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.2% | -2.3% | -4.0% |
| 7D | -2.4% | -4.1% | +1.7% | -1.4% |
| 30D | -35.3% | +10.6% | -45.9% | -37.1% |
| 3M | -32.6% | +35.4% | -67.9% | -37.8% |
| 6M | +42.7% | -9.5% | +52.3% | +43.4% |
| YTD | +11.4% | +21.8% | -10.4% | +3.8% |
| 1Y | -2.2% | +84.1% | -86.4% | -17.3% |
| 3Y | +912.1% | +817.4% | +94.7% | +517.5% |
| All | +1,276.1% | +733.6% | +542.4% | +730.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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