+27.3%
CRDO vs SITM
+174.8%
-147.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.7% | +1.0% |
| 7D | -26.7% | +9.7% | -36.4% | -29.8% |
| 30D | -24.1% | +12.7% | -36.8% | -28.7% |
| 3M | -21.6% | -13.4% | -8.2% | -17.4% |
| 6M | +66.3% | +59.6% | +6.7% | +38.9% |
| YTD | +18.5% | +73.3% | -54.8% | -4.8% |
| 1Y | +27.3% | +165.5% | -138.3% | -13.0% |
| All | +27.3% | +174.8% | -147.5% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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