+1,298.7%
CRDO vs MAR
+118.7%
+1,180.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.5% |
| 7D | -4.5% | -0.5% | -3.9% | -4.1% |
| 30D | -39.2% | -5.4% | -33.8% | -36.9% |
| 3M | -38.5% | -15.5% | -23.0% | -32.2% |
| 6M | +40.6% | +3.0% | +37.6% | +33.4% |
| YTD | +13.2% | +8.5% | +4.7% | +2.0% |
| 1Y | +2.3% | +26.0% | -23.7% | -19.2% |
| 3Y | +942.5% | +68.6% | +873.9% | +583.1% |
| All | +1,298.7% | +118.7% | +1,180.0% | +687.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling