+1,100.1%
CRDO vs MOD
+1,029.9%
+70.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +24.5% | +16.1% | +8.4% | +14.5% |
| 30D | -29.5% | -38.5% | +9.0% | -6.3% |
| 3M | -47.9% | -46.8% | -1.0% | -24.8% |
| 6M | -29.6% | -61.6% | +32.0% | +21.4% |
| YTD | -2.8% | -20.5% | +17.7% | +8.8% |
| 1Y | -12.8% | -28.0% | +15.2% | +2.0% |
| 3Y | +771.1% | +134.9% | +636.1% | +519.7% |
| All | +1,100.1% | +1,029.9% | +70.2% | +380.5% |
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 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