+1,701.2%
CRDO vs MAGS
+187.1%
+1,514.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.2% |
| 7D | -2.4% | -1.8% | -0.6% | +0.2% |
| 30D | -35.3% | +1.1% | -36.4% | -36.8% |
| 3M | -32.6% | +7.7% | -40.3% | -40.6% |
| 6M | +42.7% | +11.7% | +31.0% | +18.4% |
| YTD | +11.4% | +4.9% | +6.5% | +2.3% |
| 1Y | -2.2% | +14.3% | -16.6% | -19.4% |
| 3Y | +912.1% | +128.9% | +783.1% | +256.1% |
| All | +1,701.2% | +187.1% | +1,514.1% | +338.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling