+942.5%
CRDO vs MTUM
+114.7%
+827.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | -1.2% |
| 7D | -4.5% | +0.7% | -5.2% | -6.0% |
| 30D | -39.2% | -2.4% | -36.8% | -35.1% |
| 3M | -38.5% | -3.6% | -34.8% | -30.1% |
| 6M | +40.6% | +23.7% | +16.9% | -10.0% |
| YTD | +13.2% | +22.9% | -9.7% | -26.2% |
| 1Y | +2.3% | +21.8% | -19.5% | -29.9% |
| 3Y | +942.5% | +114.4% | +828.1% | +194.5% |
| All | +942.5% | +114.7% | +827.8% | +194.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling