+942.5%
CRDO vs RJF
+69.0%
+873.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -4.5% | -2.7% | -1.8% | -2.7% |
| 30D | -39.2% | -4.3% | -35.0% | -37.7% |
| 3M | -38.5% | +15.7% | -54.2% | -45.3% |
| 6M | +40.6% | +17.8% | +22.8% | +23.0% |
| YTD | +13.2% | +9.2% | +4.1% | +1.8% |
| 1Y | +2.3% | +2.8% | -0.5% | -3.2% |
| 3Y | +942.5% | +69.5% | +873.1% | +625.4% |
| All | +942.5% | +69.0% | +873.5% | +625.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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