+1,276.1%
CRDO vs ICE
+34.1%
+1,242.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -2.4% | -5.3% | +3.0% | -0.5% |
| 30D | -35.3% | +3.0% | -38.3% | -36.0% |
| 3M | -32.6% | +11.4% | -44.0% | -35.9% |
| 6M | +42.7% | -2.0% | +44.8% | +44.0% |
| YTD | +11.4% | -3.1% | +14.5% | +12.1% |
| 1Y | -2.2% | -8.4% | +6.2% | +1.2% |
| 3Y | +912.1% | +40.7% | +871.3% | +664.7% |
| All | +1,276.1% | +34.1% | +1,242.0% | +864.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling