+1,298.7%
CRDO vs PTC
+21.4%
+1,277.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.7% |
| 7D | -4.5% | -7.3% | +2.8% | -0.1% |
| 30D | -39.2% | -11.6% | -27.6% | -34.7% |
| 3M | -38.5% | +10.5% | -48.9% | -44.3% |
| 6M | +40.6% | -17.8% | +58.4% | +54.8% |
| YTD | +13.2% | -24.9% | +38.2% | +33.0% |
| 1Y | +2.3% | -36.8% | +39.1% | +40.4% |
| 3Y | +942.5% | -8.7% | +951.3% | +907.2% |
| All | +1,298.7% | +21.4% | +1,277.3% | +1,030.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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