+1,341.4%
CRDO vs ROP
-6.9%
+1,348.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +1.6% | -6.1% | +7.8% | +4.1% |
| 30D | -30.0% | -3.4% | -26.7% | -29.2% |
| 3M | -28.3% | +16.7% | -45.0% | -36.0% |
| 6M | +44.8% | +8.1% | +36.7% | +34.8% |
| YTD | +16.7% | -11.7% | +28.4% | +25.6% |
| 1Y | +12.7% | -24.2% | +36.9% | +36.7% |
| 3Y | +960.1% | -19.0% | +979.1% | +1,088.3% |
| All | +1,341.4% | -6.9% | +1,348.3% | +1,363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling