+942.5%
CRDO vs MAR
+66.4%
+876.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.4% |
| 7D | -4.5% | -0.5% | -3.9% | -4.1% |
| 30D | -39.2% | -5.4% | -33.8% | -36.7% |
| 3M | -38.5% | -15.5% | -23.0% | -31.4% |
| 6M | +40.6% | +3.0% | +37.6% | +31.0% |
| YTD | +13.2% | +8.5% | +4.7% | -1.3% |
| 1Y | +2.3% | +26.0% | -23.7% | -25.1% |
| 3Y | +942.5% | +68.6% | +873.9% | +457.4% |
| All | +942.5% | +66.4% | +876.2% | +457.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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