+27.3%
CRDO vs RMBS
+16.3%
+11.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.1% |
| 7D | -26.7% | -0.3% | -26.4% | -26.5% |
| 30D | -24.1% | -12.2% | -11.9% | -17.5% |
| 3M | -21.6% | -49.5% | +28.0% | +13.4% |
| 6M | +66.3% | -7.1% | +73.5% | +73.8% |
| YTD | +18.5% | -7.0% | +25.5% | +19.0% |
| 1Y | +27.3% | +13.3% | +13.9% | +27.7% |
| All | +27.3% | +16.3% | +11.0% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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