+1,276.1%
CRDO vs MOD
+1,809.1%
-533.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.5% |
| 7D | -2.4% | -3.9% | +1.6% | -0.1% |
| 30D | -35.3% | -9.6% | -25.7% | -31.3% |
| 3M | -32.6% | -30.6% | -2.0% | -16.3% |
| 6M | +42.7% | -10.9% | +53.6% | +52.3% |
| YTD | +11.4% | +34.3% | -22.9% | -8.0% |
| 1Y | -2.2% | +18.3% | -20.5% | -14.4% |
| 3Y | +912.1% | +281.9% | +630.2% | +434.9% |
| All | +1,276.1% | +1,809.1% | -533.0% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling