+1,298.7%
CRDO vs ROK
+57.4%
+1,241.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +0.5% |
| 7D | -4.5% | -1.2% | -3.2% | -3.6% |
| 30D | -39.2% | -4.8% | -34.4% | -37.1% |
| 3M | -38.5% | -6.1% | -32.4% | -35.6% |
| 6M | +40.6% | +15.5% | +25.1% | +28.5% |
| YTD | +13.2% | +11.2% | +2.1% | +4.6% |
| 1Y | +2.3% | +23.8% | -21.6% | -11.7% |
| 3Y | +942.5% | +53.1% | +889.4% | +645.2% |
| All | +1,298.7% | +57.4% | +1,241.3% | +778.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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