+1,298.7%
CRDO vs SPYG
+95.7%
+1,203.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.1% |
| 7D | -4.5% | -0.9% | -3.6% | -2.8% |
| 30D | -39.2% | -1.5% | -37.7% | -37.2% |
| 3M | -38.5% | +3.7% | -42.2% | -40.9% |
| 6M | +40.6% | +16.4% | +24.2% | +10.5% |
| YTD | +13.2% | +13.3% | -0.1% | -5.6% |
| 1Y | +2.3% | +17.9% | -15.6% | -18.2% |
| 3Y | +942.5% | +98.3% | +844.2% | +351.2% |
| All | +1,298.7% | +95.7% | +1,203.0% | +495.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling