+942.5%
CRDO vs IBKR
+291.8%
+650.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | -0.4% |
| 7D | -4.5% | -1.3% | -3.1% | -3.2% |
| 30D | -39.2% | -0.2% | -39.0% | -38.9% |
| 3M | -38.5% | +3.0% | -41.4% | -39.6% |
| 6M | +40.6% | +33.9% | +6.7% | +7.9% |
| YTD | +13.2% | +42.5% | -29.3% | -20.2% |
| 1Y | +2.3% | +44.9% | -42.6% | -27.9% |
| 3Y | +942.5% | +293.0% | +649.5% | +324.9% |
| All | +942.5% | +291.8% | +650.7% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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