+1,298.7%
CRDO vs IFF
-30.0%
+1,328.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | -4.5% | -3.2% | -1.3% | -3.8% |
| 30D | -39.2% | -0.3% | -38.9% | -39.3% |
| 3M | -38.5% | +8.4% | -46.9% | -40.3% |
| 6M | +40.6% | +23.0% | +17.5% | +30.4% |
| YTD | +13.2% | +25.5% | -12.2% | +3.0% |
| 1Y | +2.3% | +29.1% | -26.8% | -8.4% |
| 3Y | +942.5% | +31.7% | +910.9% | +785.3% |
| All | +1,298.7% | -30.0% | +1,328.7% | +1,412.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling