-35.1%
CRDO vs IFF
+40.8%
-75.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -1.5% | -16.2% | -18.1% |
| 7D | -32.0% | -4.9% | -27.1% | -33.1% |
| 30D | -49.1% | +2.9% | -52.0% | -48.7% |
| 3M | -50.0% | -1.5% | -48.5% | -50.0% |
| 6M | -42.0% | +23.3% | -65.2% | -38.7% |
| YTD | -21.9% | +30.2% | -52.1% | -12.9% |
| 1Y | -35.1% | +37.9% | -73.1% | -24.3% |
| All | -35.1% | +40.8% | -75.9% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling