-16.9%
CRDO vs SM
+70.4%
-87.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -15.3% | +5.7% | -11.6% |
| 7D | -21.4% | -21.5% | +0.1% | -24.4% |
| 30D | -35.8% | -11.4% | -24.4% | -36.5% |
| 3M | -42.6% | +0.6% | -43.2% | -42.1% |
| 6M | -24.2% | +0.2% | -24.4% | -22.4% |
| YTD | -5.1% | +69.7% | -74.8% | +2.9% |
| 1Y | -16.9% | +71.6% | -88.4% | -8.0% |
| All | -16.9% | +70.4% | -87.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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