+27.3%
CRDO vs RL
+13.6%
+13.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +1.9% | +3.3% |
| 7D | -26.7% | -0.8% | -25.9% | -26.5% |
| 30D | -24.1% | -7.8% | -16.3% | -22.7% |
| 3M | -21.6% | -4.0% | -17.6% | -21.1% |
| 6M | +66.3% | -1.9% | +68.2% | +63.0% |
| YTD | +18.5% | -0.2% | +18.7% | +13.3% |
| 1Y | +27.3% | +10.7% | +16.6% | +8.8% |
| All | +27.3% | +13.6% | +13.7% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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