+2.3%
CRDO vs RMBS
+11.7%
-9.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.5% |
| 7D | -4.5% | +1.8% | -6.2% | -5.5% |
| 30D | -39.2% | -13.9% | -25.3% | -33.1% |
| 3M | -38.5% | -39.8% | +1.3% | -16.7% |
| 6M | +40.6% | -6.0% | +46.6% | +44.2% |
| YTD | +13.2% | -5.4% | +18.6% | +9.6% |
| 1Y | +2.3% | -1.8% | +4.1% | -5.8% |
| All | +2.3% | +11.7% | -9.4% | -5.8% |
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