+942.5%
CRDO vs IRM
+102.2%
+840.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | -0.1% |
| 7D | -4.5% | -1.4% | -3.0% | -3.2% |
| 30D | -39.2% | -7.4% | -31.9% | -34.8% |
| 3M | -38.5% | -7.4% | -31.1% | -34.5% |
| 6M | +40.6% | +8.7% | +31.9% | +31.5% |
| YTD | +13.2% | +40.9% | -27.7% | -15.3% |
| 1Y | +2.3% | +20.5% | -18.2% | -13.6% |
| 3Y | +942.5% | +101.7% | +840.8% | +497.0% |
| All | +942.5% | +102.2% | +840.4% | +497.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 3y: compounded portfolio wealth divided by compounded IRM 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…
3y analysis · Full analysis span regression · 6 months rolling