+27.3%
CRDO vs ROL
-35.4%
+62.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.4% | +3.5% | +4.1% |
| 7D | -26.7% | -1.4% | -25.3% | -27.4% |
| 30D | -24.1% | -4.1% | -20.0% | -25.8% |
| 3M | -21.6% | -22.5% | +0.9% | -30.6% |
| 6M | +66.3% | -37.7% | +104.0% | +36.8% |
| YTD | +18.5% | -39.6% | +58.1% | +0.7% |
| 1Y | +27.3% | -36.0% | +63.3% | +15.6% |
| All | +27.3% | -35.4% | +62.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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