+245.1%
CRDO vs MULL
+2,366.2%
-2,121.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.3% | +4.8% | -1.3% |
| 7D | -2.4% | +3.6% | -6.0% | -3.8% |
| 30D | -35.3% | +22.0% | -57.3% | -40.1% |
| 3M | -32.6% | -8.6% | -23.9% | -36.6% |
| 6M | +42.7% | +248.5% | -205.8% | -29.6% |
| YTD | +11.4% | +516.3% | -504.9% | -60.7% |
| 1Y | -2.2% | +2,036.6% | -2,038.9% | -82.5% |
| All | +245.1% | +2,366.2% | -2,121.0% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling