+1,298.7%
CRDO vs ICE
+35.4%
+1,263.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -4.5% | -2.4% | -2.1% | -3.6% |
| 30D | -39.2% | +4.0% | -43.2% | -40.2% |
| 3M | -38.5% | +13.7% | -52.1% | -42.0% |
| 6M | +40.6% | +0.9% | +39.6% | +40.0% |
| YTD | +13.2% | -2.1% | +15.4% | +13.6% |
| 1Y | +2.3% | -9.5% | +11.8% | +7.2% |
| 3Y | +942.5% | +42.1% | +900.5% | +685.3% |
| All | +1,298.7% | +35.4% | +1,263.3% | +877.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 5y: compounded portfolio wealth divided by compounded ICE 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…
5y analysis · Full analysis span regression · 6 months rolling