-16.9%
CRDO vs M
+36.6%
-53.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +7.6% | -17.2% | -10.0% |
| 7D | -21.4% | +8.3% | -29.7% | -21.9% |
| 30D | -35.8% | +14.2% | -49.9% | -36.7% |
| 3M | -42.6% | -1.1% | -41.5% | -42.0% |
| 6M | -24.2% | +36.6% | -60.8% | -28.3% |
| YTD | -5.1% | +19.8% | -24.9% | -12.9% |
| 1Y | -16.9% | +37.2% | -54.1% | -28.1% |
| All | -16.9% | +36.6% | -53.4% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling