+942.5%
CRDO vs PEGA
+54.2%
+888.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.2% |
| 7D | -4.5% | -3.0% | -1.5% | -3.7% |
| 30D | -39.2% | +15.9% | -55.1% | -42.2% |
| 3M | -38.5% | +10.8% | -49.3% | -42.0% |
| 6M | +40.6% | -16.5% | +57.1% | +46.4% |
| YTD | +13.2% | -39.0% | +52.3% | +32.7% |
| 1Y | +2.3% | -37.3% | +39.6% | +17.1% |
| 3Y | +942.5% | +59.2% | +883.4% | +849.7% |
| All | +942.5% | +54.2% | +888.3% | +849.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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