+40.6%
CRDO vs ICE
-0.6%
+41.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +2.2% |
| 7D | -4.5% | -2.4% | -2.1% | -5.8% |
| 30D | -39.2% | +4.0% | -43.2% | -37.6% |
| 3M | -38.5% | +13.7% | -52.1% | -31.8% |
| 6M | +40.6% | +0.9% | +39.6% | +59.1% |
| All | +40.6% | -0.6% | +41.2% | +59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling