+1,298.7%
CRDO vs ITW
+27.1%
+1,271.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.9% |
| 7D | -4.5% | -0.7% | -3.7% | -4.0% |
| 30D | -39.2% | -8.3% | -30.9% | -35.8% |
| 3M | -38.5% | +6.0% | -44.5% | -41.6% |
| 6M | +40.6% | 0.0% | +40.6% | +38.4% |
| YTD | +13.2% | +10.2% | +3.0% | +1.5% |
| 1Y | +2.3% | +3.2% | -0.9% | -4.0% |
| 3Y | +942.5% | +21.0% | +921.6% | +711.5% |
| All | +1,298.7% | +27.1% | +1,271.6% | +774.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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