+1,298.7%
CRDO vs SPG
+79.0%
+1,219.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -4.5% | -1.2% | -3.3% | -3.9% |
| 30D | -39.2% | -6.1% | -33.1% | -37.0% |
| 3M | -38.5% | -3.6% | -34.8% | -38.3% |
| 6M | +40.6% | +10.4% | +30.2% | +29.1% |
| YTD | +13.2% | +14.4% | -1.1% | +0.9% |
| 1Y | +2.3% | +16.5% | -14.3% | -10.9% |
| 3Y | +942.5% | +106.8% | +835.7% | +499.5% |
| All | +1,298.7% | +79.0% | +1,219.7% | +727.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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