+1,298.7%
CRDO vs IJR
+45.0%
+1,253.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +0.9% |
| 7D | -4.5% | -2.2% | -2.3% | -1.5% |
| 30D | -39.2% | -4.6% | -34.6% | -35.1% |
| 3M | -38.5% | +0.2% | -38.7% | -38.2% |
| 6M | +40.6% | +14.7% | +25.9% | +18.7% |
| YTD | +13.2% | +18.9% | -5.6% | -10.0% |
| 1Y | +2.3% | +19.9% | -17.7% | -19.3% |
| 3Y | +942.5% | +53.0% | +889.5% | +514.0% |
| All | +1,298.7% | +45.0% | +1,253.7% | +779.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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