+1,341.4%
CRDO vs SO
+55.5%
+1,285.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | -0.2% |
| 7D | +1.6% | 0.0% | +1.6% | +1.7% |
| 30D | -30.0% | -2.5% | -27.5% | -30.8% |
| 3M | -28.3% | -4.2% | -24.2% | -29.4% |
| 6M | +44.8% | -7.7% | +52.4% | +41.0% |
| YTD | +16.7% | +3.8% | +12.9% | +19.3% |
| 1Y | +12.7% | +0.1% | +12.6% | +13.6% |
| 3Y | +960.1% | +44.2% | +915.9% | +963.2% |
| All | +1,341.4% | +55.5% | +1,285.9% | +1,378.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling