+704.3%
CRDO vs MOD
+201.5%
+502.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +27.9% | -33.8% | -23.6% |
| 7D | +9.1% | +40.4% | -31.3% | -16.7% |
| 30D | -26.6% | -14.0% | -12.6% | -22.0% |
| 3M | -50.6% | -33.3% | -17.2% | -37.7% |
| 6M | -30.6% | -51.4% | +20.9% | +6.9% |
| YTD | -8.6% | +1.6% | -10.2% | -17.9% |
| 1Y | -8.0% | +5.4% | -13.4% | -21.2% |
| 3Y | +704.3% | +191.0% | +513.4% | +210.7% |
| All | +704.3% | +201.5% | +502.9% | +210.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling