-35.1%
CRDO vs NTRS
+37.4%
-72.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.7% | -3.7% | -14.0% | -15.3% |
| 7D | -32.0% | -0.9% | -31.2% | -31.2% |
| 30D | -49.1% | +1.1% | -50.3% | -49.1% |
| 3M | -50.0% | -6.6% | -43.4% | -47.6% |
| 6M | -42.0% | +7.1% | -49.0% | -42.9% |
| YTD | -21.9% | +27.4% | -49.3% | -30.7% |
| 1Y | -35.1% | +36.5% | -71.7% | -45.5% |
| All | -35.1% | +37.4% | -72.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling