+27.3%
CRDO vs ROST
+54.0%
-26.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | -26.7% | +0.9% | -27.7% | -27.0% |
| 30D | -24.1% | -8.9% | -15.2% | -21.8% |
| 3M | -21.6% | -0.8% | -20.8% | -22.7% |
| 6M | +66.3% | +8.5% | +57.9% | +54.7% |
| YTD | +18.5% | +28.6% | -10.0% | +5.5% |
| 1Y | +27.3% | +52.3% | -25.0% | +4.5% |
| All | +27.3% | +54.0% | -26.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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