+1,339.9%
CRDO vs ILMN
-35.1%
+1,375.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -0.4% |
| 7D | -18.8% | +1.9% | -20.7% | -19.7% |
| 30D | -32.9% | +12.3% | -45.2% | -36.1% |
| 3M | -24.5% | +33.5% | -58.1% | -33.0% |
| 6M | +52.7% | +69.4% | -16.6% | +23.0% |
| YTD | +16.6% | +60.9% | -44.3% | -5.7% |
| 1Y | +13.7% | +115.0% | -101.3% | -18.7% |
| 3Y | +959.0% | +37.0% | +922.0% | +743.5% |
| All | +1,339.9% | -35.1% | +1,375.0% | +1,343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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