+1,341.4%
CRDO vs M
-2.1%
+1,343.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.2% |
| 7D | +1.6% | -4.1% | +5.7% | +2.7% |
| 30D | -30.0% | -13.6% | -16.4% | -27.6% |
| 3M | -28.3% | -2.3% | -26.1% | -28.4% |
| 6M | +44.8% | +21.9% | +22.9% | +36.4% |
| YTD | +16.7% | -0.6% | +17.3% | +14.8% |
| 1Y | +12.7% | +29.7% | -17.0% | +2.7% |
| 3Y | +960.1% | +107.3% | +852.8% | +684.9% |
| All | +1,341.4% | -2.1% | +1,343.5% | +1,189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling