+1,298.7%
CRDO vs SAN
+386.2%
+912.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +0.3% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | -39.2% | +0.9% | -40.2% | -39.8% |
| 3M | -38.5% | +19.1% | -57.6% | -44.7% |
| 6M | +40.6% | +33.2% | +7.4% | +17.9% |
| YTD | +13.2% | +29.1% | -15.9% | -3.5% |
| 1Y | +2.3% | +50.2% | -48.0% | -20.2% |
| 3Y | +942.5% | +351.0% | +591.5% | +346.1% |
| All | +1,298.7% | +386.2% | +912.6% | +446.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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