+1,364.1%
CRDO vs MS
+150.3%
+1,213.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.7% |
| 7D | -26.7% | +1.4% | -28.1% | -27.6% |
| 30D | -24.1% | -0.3% | -23.8% | -23.9% |
| 3M | -21.6% | +0.3% | -21.9% | -21.0% |
| 6M | +66.3% | +31.3% | +35.0% | +33.4% |
| YTD | +18.5% | +24.7% | -6.1% | -2.3% |
| 1Y | +27.3% | +47.9% | -20.6% | -9.3% |
| 3Y | +914.7% | +178.3% | +736.4% | +354.3% |
| All | +1,364.1% | +150.3% | +1,213.9% | +568.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling