+1,341.4%
CRDO vs ROL
+23.0%
+1,318.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | +1.6% | -3.3% | +4.9% | +1.7% |
| 30D | -30.0% | -7.2% | -22.8% | -29.9% |
| 3M | -28.3% | -27.0% | -1.4% | -27.6% |
| 6M | +44.8% | -39.5% | +84.3% | +49.1% |
| YTD | +16.7% | -41.8% | +58.5% | +20.9% |
| 1Y | +12.7% | -38.9% | +51.5% | +15.7% |
| 3Y | +960.1% | -0.4% | +960.5% | +840.4% |
| All | +1,341.4% | +23.0% | +1,318.4% | +1,024.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling