+250.8%
CRDO vs MULL
+2,337.2%
-2,086.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -4.5% | -8.4% | +4.0% | -1.7% |
| 30D | -39.2% | +9.7% | -48.9% | -41.8% |
| 3M | -38.5% | -26.8% | -11.7% | -37.5% |
| 6M | +40.6% | +220.7% | -180.1% | -28.4% |
| YTD | +13.2% | +509.0% | -495.8% | -59.9% |
| 1Y | +2.3% | +1,739.5% | -1,737.2% | -80.2% |
| All | +250.8% | +2,337.2% | -2,086.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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