+942.5%
CRDO vs MAGS
+128.4%
+814.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.1% |
| 7D | -4.5% | +0.6% | -5.1% | -5.4% |
| 30D | -39.2% | +3.2% | -42.5% | -42.4% |
| 3M | -38.5% | +7.7% | -46.1% | -45.9% |
| 6M | +40.6% | +12.5% | +28.1% | +15.4% |
| YTD | +13.2% | +6.0% | +7.3% | +2.4% |
| 1Y | +2.3% | +14.4% | -12.1% | -15.7% |
| 3Y | +942.5% | +127.5% | +815.0% | +297.5% |
| All | +942.5% | +128.4% | +814.2% | +297.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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