+942.5%
CRDO vs MKTX
-25.3%
+967.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -4.5% | -0.2% | -4.2% | -4.5% |
| 30D | -39.2% | +0.7% | -40.0% | -39.2% |
| 3M | -38.5% | +40.8% | -79.2% | -33.4% |
| 6M | +40.6% | -8.0% | +48.6% | +35.1% |
| YTD | +13.2% | -8.7% | +22.0% | +8.3% |
| 1Y | +2.3% | -11.8% | +14.1% | -1.9% |
| 3Y | +942.5% | -24.0% | +966.6% | +872.2% |
| All | +942.5% | -25.3% | +967.8% | +872.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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