+1,298.7%
CRDO vs RNG
-56.7%
+1,355.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.5% | -6.1% | +1.6% | -3.0% |
| 30D | -39.2% | +9.6% | -48.8% | -41.0% |
| 3M | -38.5% | +83.3% | -121.8% | -49.7% |
| 6M | +40.6% | +77.9% | -37.4% | +13.9% |
| YTD | +13.2% | +139.9% | -126.7% | -20.6% |
| 1Y | +2.3% | +121.7% | -119.4% | -26.5% |
| 3Y | +942.5% | +121.9% | +820.7% | +607.1% |
| All | +1,298.7% | -56.7% | +1,355.4% | +1,442.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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