+1,364.1%
CRDO vs MOD
+1,973.1%
-608.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +1.5% |
| 7D | -26.7% | +9.6% | -36.3% | -30.4% |
| 30D | -24.1% | 0.0% | -24.1% | -23.8% |
| 3M | -21.6% | -35.4% | +13.8% | +0.5% |
| 6M | +66.3% | -7.3% | +73.6% | +72.8% |
| YTD | +18.5% | +45.8% | -27.3% | -6.5% |
| 1Y | +27.3% | +43.1% | -15.9% | +0.3% |
| 3Y | +914.7% | +297.7% | +617.0% | +419.1% |
| All | +1,364.1% | +1,973.1% | -608.9% | +313.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling