+1,298.7%
CRDO vs SO
+53.4%
+1,245.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.3% |
| 7D | -4.5% | -1.1% | -3.4% | -5.0% |
| 30D | -39.2% | -5.0% | -34.2% | -40.7% |
| 3M | -38.5% | -5.8% | -32.7% | -39.8% |
| 6M | +40.6% | -7.9% | +48.5% | +36.6% |
| YTD | +13.2% | +2.4% | +10.8% | +15.0% |
| 1Y | +2.3% | -2.3% | +4.5% | +2.2% |
| 3Y | +942.5% | +41.9% | +900.7% | +939.6% |
| All | +1,298.7% | +53.4% | +1,245.3% | +1,325.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 5y: compounded portfolio wealth divided by compounded SO 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…
5y analysis · Full analysis span regression · 6 months rolling