+942.5%
CRDO vs NTRS
+168.2%
+774.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +0.9% |
| 7D | -4.5% | +1.4% | -5.8% | -5.4% |
| 30D | -39.2% | -0.7% | -38.6% | -39.0% |
| 3M | -38.5% | +11.3% | -49.8% | -42.7% |
| 6M | +40.6% | +35.5% | +5.1% | +14.3% |
| YTD | +13.2% | +40.6% | -27.3% | -11.0% |
| 1Y | +2.3% | +49.2% | -46.9% | -23.0% |
| 3Y | +942.5% | +167.2% | +775.3% | +439.3% |
| All | +942.5% | +168.2% | +774.4% | +439.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling