-29.6%
CRDO vs MS
+0.6%
-30.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | 0.0% |
| 7D | +24.5% | +3.7% | +20.8% | +18.1% |
| 30D | -29.5% | +2.0% | -31.5% | -30.1% |
| 3M | -47.9% | -12.6% | -35.3% | -35.9% |
| 6M | -29.6% | -0.3% | -29.3% | -23.8% |
| All | -29.6% | +0.6% | -30.2% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling