+1,298.7%
CRDO vs ROP
-7.3%
+1,306.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -4.5% | -4.6% | +0.1% | -2.6% |
| 30D | -39.2% | -1.7% | -37.5% | -39.0% |
| 3M | -38.5% | +17.1% | -55.5% | -45.2% |
| 6M | +40.6% | +10.9% | +29.7% | +28.3% |
| YTD | +13.2% | -12.1% | +25.3% | +22.1% |
| 1Y | +2.3% | -24.2% | +26.5% | +24.0% |
| 3Y | +942.5% | -20.4% | +962.9% | +1,086.0% |
| All | +1,298.7% | -7.3% | +1,306.0% | +1,323.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling