+1,341.4%
CRDO vs PEGA
-25.1%
+1,366.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.7% |
| 7D | +1.6% | -6.1% | +7.8% | +3.5% |
| 30D | -30.0% | +6.4% | -36.4% | -31.8% |
| 3M | -28.3% | +2.9% | -31.3% | -31.0% |
| 6M | +44.8% | -23.8% | +68.6% | +53.9% |
| YTD | +16.7% | -41.1% | +57.8% | +34.8% |
| 1Y | +12.7% | -38.2% | +50.9% | +26.6% |
| 3Y | +960.1% | +49.8% | +910.3% | +773.5% |
| All | +1,341.4% | -25.1% | +1,366.4% | +1,276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling