+2.3%
CRDO vs RL
+8.8%
-6.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.5% | -3.4% | -1.0% | -3.5% |
| 30D | -39.2% | -14.4% | -24.8% | -36.5% |
| 3M | -38.5% | -13.6% | -24.9% | -36.0% |
| 6M | +40.6% | +0.6% | +40.0% | +36.7% |
| YTD | +13.2% | -3.6% | +16.9% | +8.8% |
| 1Y | +2.3% | +8.3% | -6.1% | -15.0% |
| All | +2.3% | +8.8% | -6.5% | -15.0% |
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