+1,341.4%
CRDO vs MOD
+1,880.5%
-539.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +2.0% |
| 7D | +1.6% | +3.6% | -2.0% | -0.5% |
| 30D | -30.0% | -2.6% | -27.4% | -28.8% |
| 3M | -28.3% | -33.1% | +4.8% | -9.7% |
| 6M | +44.8% | -7.5% | +52.3% | +51.2% |
| YTD | +16.7% | +39.3% | -22.6% | -5.6% |
| 1Y | +12.7% | +34.3% | -21.6% | -8.0% |
| 3Y | +960.1% | +296.2% | +663.9% | +448.7% |
| All | +1,341.4% | +1,880.5% | -539.1% | +317.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling