-16.9%
CRDO vs SPYG
+10.8%
-27.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.3% | -10.8% | -13.0% |
| 7D | -21.4% | -2.8% | -18.6% | -14.8% |
| 30D | -35.8% | -6.2% | -29.6% | -22.1% |
| 3M | -42.6% | -3.6% | -39.0% | -34.6% |
| 6M | -24.2% | +4.8% | -29.0% | -28.7% |
| YTD | -5.1% | +11.0% | -16.1% | -20.6% |
| 1Y | -16.9% | +11.2% | -28.1% | -30.0% |
| All | -16.9% | +10.8% | -27.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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