+27.3%
CRDO vs PBF
+176.4%
-149.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +3.9% |
| 7D | -26.7% | +4.3% | -31.0% | -26.8% |
| 30D | -24.1% | +22.0% | -46.0% | -24.3% |
| 3M | -21.6% | +74.5% | -96.1% | -21.4% |
| 6M | +66.3% | +67.7% | -1.3% | +65.8% |
| YTD | +18.5% | +179.2% | -160.6% | +9.0% |
| 1Y | +27.3% | +170.0% | -142.7% | +20.2% |
| All | +27.3% | +176.4% | -149.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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