+1,298.7%
CRDO vs NOC
+43.8%
+1,254.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.5% | +0.8% | -5.2% | -4.4% |
| 30D | -39.2% | -9.7% | -29.5% | -39.9% |
| 3M | -38.5% | -5.6% | -32.8% | -38.7% |
| 6M | +40.6% | -28.6% | +69.2% | +37.6% |
| YTD | +13.2% | -7.9% | +21.1% | +12.5% |
| 1Y | +2.3% | -9.5% | +11.8% | +1.6% |
| 3Y | +942.5% | +28.4% | +914.2% | +913.5% |
| All | +1,298.7% | +43.8% | +1,254.9% | +1,244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 5y: compounded portfolio wealth divided by compounded NOC 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…
5y analysis · Full analysis span regression · 6 months rolling