+1,341.4%
CRDO vs MS
+147.5%
+1,193.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +1.6% | +1.7% | 0.0% | +0.1% |
| 30D | -30.0% | 0.0% | -30.0% | -30.0% |
| 3M | -28.3% | +3.0% | -31.3% | -29.4% |
| 6M | +44.8% | +35.7% | +9.1% | +13.3% |
| YTD | +16.7% | +23.3% | -6.6% | -2.9% |
| 1Y | +12.7% | +44.7% | -32.0% | -18.1% |
| 3Y | +960.1% | +178.0% | +782.1% | +375.9% |
| All | +1,341.4% | +147.5% | +1,193.8% | +564.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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