+1,341.4%
CRDO vs SFM
+164.0%
+1,177.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.6% |
| 7D | +1.6% | -7.2% | +8.8% | +2.6% |
| 30D | -30.0% | -14.3% | -15.7% | -28.6% |
| 3M | -28.3% | -13.7% | -14.6% | -27.2% |
| 6M | +44.8% | -6.0% | +50.8% | +44.4% |
| YTD | +16.7% | -8.2% | +24.9% | +16.4% |
| 1Y | +12.7% | -46.2% | +58.9% | +23.8% |
| 3Y | +960.1% | +83.6% | +876.5% | +930.8% |
| All | +1,341.4% | +164.0% | +1,177.3% | +1,195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling