-30.6%
CRDO vs MOD
-51.6%
+21.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +27.9% | -33.8% | -23.5% |
| 7D | +9.1% | +40.4% | -31.3% | -17.9% |
| 30D | -26.6% | -14.0% | -12.6% | -17.5% |
| 3M | -50.6% | -33.3% | -17.2% | -31.4% |
| 6M | -30.6% | -51.4% | +20.9% | +21.4% |
| All | -30.6% | -51.6% | +21.0% | +21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling