+974.3%
CRDO vs LII
-1.0%
+975.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.4% |
| 7D | +1.6% | +0.5% | +1.2% | +1.3% |
| 30D | -30.0% | -11.2% | -18.8% | -25.5% |
| 3M | -28.3% | -28.8% | +0.5% | -15.2% |
| 6M | +44.8% | -26.9% | +71.7% | +68.0% |
| YTD | +16.7% | -22.2% | +38.9% | +27.2% |
| 1Y | +12.7% | -32.0% | +44.6% | +33.8% |
| All | +974.3% | -1.0% | +975.3% | +905.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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