+942.5%
CRDO vs ROP
-19.1%
+961.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -4.5% | -4.6% | +0.1% | -4.0% |
| 30D | -39.2% | -1.7% | -37.5% | -39.1% |
| 3M | -38.5% | +17.1% | -55.5% | -42.0% |
| 6M | +40.6% | +10.9% | +29.7% | +35.0% |
| YTD | +13.2% | -12.1% | +25.3% | +24.7% |
| 1Y | +2.3% | -24.2% | +26.5% | +24.9% |
| 3Y | +942.5% | -20.4% | +962.9% | +1,117.5% |
| All | +942.5% | -19.1% | +961.7% | +1,117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling