+1,339.9%
CRDO vs RL
+252.8%
+1,087.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -0.9% |
| 7D | -18.8% | +1.9% | -20.7% | -19.6% |
| 30D | -32.9% | -12.2% | -20.7% | -27.4% |
| 3M | -24.5% | -6.6% | -17.9% | -21.9% |
| 6M | +52.7% | +3.2% | +49.6% | +45.4% |
| YTD | +16.6% | -1.3% | +17.9% | +12.8% |
| 1Y | +13.7% | +13.6% | +0.1% | -0.8% |
| 3Y | +959.0% | +210.9% | +748.2% | +415.2% |
| All | +1,339.9% | +252.8% | +1,087.1% | +552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling