+27.3%
CRDO vs PENG
+118.5%
-91.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.4% | -2.5% | +0.5% |
| 7D | -26.7% | +4.5% | -31.3% | -28.4% |
| 30D | -24.1% | -7.1% | -17.0% | -21.0% |
| 3M | -21.6% | -27.3% | +5.7% | -10.8% |
| 6M | +66.3% | +169.6% | -103.2% | -3.8% |
| YTD | +18.5% | +164.6% | -146.1% | -33.1% |
| 1Y | +27.3% | +109.5% | -82.2% | -32.0% |
| All | +27.3% | +118.5% | -91.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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