+1,341.4%
CRDO vs PBF
+421.5%
+919.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.6% | +1.4% | +0.3% | +1.4% |
| 30D | -30.0% | +15.8% | -45.9% | -31.7% |
| 3M | -28.3% | +90.3% | -118.6% | -35.7% |
| 6M | +44.8% | +102.8% | -58.0% | +26.2% |
| YTD | +16.7% | +187.3% | -170.6% | -6.1% |
| 1Y | +12.7% | +161.8% | -149.2% | -8.5% |
| 3Y | +960.1% | +55.5% | +904.6% | +771.6% |
| All | +1,341.4% | +421.5% | +919.9% | +977.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling