+44.8%
CRDO vs SFM
-7.7%
+52.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.1% |
| 7D | +1.6% | -7.2% | +8.8% | +1.4% |
| 30D | -30.0% | -14.3% | -15.7% | -30.8% |
| 3M | -28.3% | -13.7% | -14.6% | -29.1% |
| 6M | +44.8% | -6.0% | +50.8% | +45.4% |
| All | +44.8% | -7.7% | +52.4% | +45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling