+1,298.7%
CRDO vs PH
+216.8%
+1,081.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.1% |
| 7D | -4.5% | -1.3% | -3.2% | -3.3% |
| 30D | -39.2% | -11.0% | -28.3% | -32.3% |
| 3M | -38.5% | +5.5% | -44.0% | -40.9% |
| 6M | +40.6% | +1.5% | +39.1% | +38.3% |
| YTD | +13.2% | +8.8% | +4.5% | +3.2% |
| 1Y | +2.3% | +24.5% | -22.2% | -19.1% |
| 3Y | +942.5% | +141.2% | +801.4% | +385.6% |
| All | +1,298.7% | +216.8% | +1,081.9% | +374.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling