+1,298.7%
CRDO vs RMBS
+249.3%
+1,049.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.3% |
| 7D | -4.5% | +1.8% | -6.2% | -5.6% |
| 30D | -39.2% | -13.9% | -25.3% | -32.4% |
| 3M | -38.5% | -39.8% | +1.3% | -11.7% |
| 6M | +40.6% | -6.0% | +46.6% | +40.9% |
| YTD | +13.2% | -5.4% | +18.6% | +6.8% |
| 1Y | +2.3% | -1.8% | +4.1% | -8.2% |
| 3Y | +942.5% | +53.7% | +888.9% | +535.9% |
| All | +1,298.7% | +249.3% | +1,049.4% | +307.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling