+1,276.1%
CRDO vs NOC
+43.8%
+1,232.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.5% |
| 7D | -2.4% | -1.8% | -0.6% | -2.5% |
| 30D | -35.3% | -9.4% | -25.8% | -35.9% |
| 3M | -32.6% | -3.8% | -28.7% | -32.7% |
| 6M | +42.7% | -28.8% | +71.5% | +39.7% |
| YTD | +11.4% | -7.9% | +19.3% | +10.7% |
| 1Y | -2.2% | -9.0% | +6.8% | -2.8% |
| 3Y | +912.1% | +29.1% | +883.0% | +882.4% |
| All | +1,276.1% | +43.8% | +1,232.3% | +1,222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling