+27.3%
CRDO vs SAP
-19.8%
+47.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.8% |
| 7D | -26.7% | -2.9% | -23.8% | -27.1% |
| 30D | -24.1% | +9.0% | -33.1% | -23.0% |
| 3M | -21.6% | +14.9% | -36.5% | -13.1% |
| 6M | +66.3% | +11.9% | +54.4% | +84.7% |
| YTD | +18.5% | -9.9% | +28.4% | +40.3% |
| 1Y | +27.3% | -19.5% | +46.8% | +56.9% |
| All | +27.3% | -19.8% | +47.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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