+942.5%
CRDO vs SFM
+82.1%
+860.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.5% |
| 7D | -4.5% | -10.6% | +6.1% | -3.0% |
| 30D | -39.2% | -15.5% | -23.8% | -37.9% |
| 3M | -38.5% | -17.4% | -21.0% | -37.1% |
| 6M | +40.6% | -3.4% | +44.0% | +39.2% |
| YTD | +13.2% | -8.7% | +21.9% | +13.0% |
| 1Y | +2.3% | -47.2% | +49.4% | +17.6% |
| 3Y | +942.5% | +82.7% | +859.8% | +1,136.7% |
| All | +942.5% | +82.1% | +860.5% | +1,136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling