-21.2%
CRDO vs MTUM
+10.3%
-31.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.0% | -7.6% | -5.3% |
| 7D | -21.4% | -10.1% | -11.3% | -0.3% |
| 30D | -35.8% | -15.6% | -20.2% | -5.6% |
| 3M | -42.6% | -12.7% | -29.9% | -19.5% |
| 6M | -24.2% | -3.7% | -20.5% | -11.0% |
| YTD | -5.1% | +9.4% | -14.6% | -15.4% |
| All | -21.2% | +10.3% | -31.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling