+1,298.7%
CRDO vs OSCR
+431.1%
+867.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +1.6% |
| 7D | -4.5% | +1.6% | -6.1% | -4.8% |
| 30D | -39.2% | +10.7% | -49.9% | -40.4% |
| 3M | -38.5% | +13.4% | -51.8% | -40.4% |
| 6M | +40.6% | +144.6% | -104.0% | +18.0% |
| YTD | +13.2% | +128.0% | -114.8% | -4.2% |
| 1Y | +2.3% | +68.7% | -66.4% | -10.3% |
| 3Y | +942.5% | +398.8% | +543.8% | +586.4% |
| All | +1,298.7% | +431.1% | +867.6% | +781.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 10y: compounded portfolio wealth divided by compounded OSCR 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…
10y analysis · Full analysis span regression · 6 months rolling