+1,298.7%
CRDO vs SPYM
+85.4%
+1,213.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.1% | +0.4% |
| 7D | -4.5% | -1.0% | -3.4% | -2.2% |
| 30D | -39.2% | -1.3% | -37.9% | -37.4% |
| 3M | -38.5% | +3.6% | -42.1% | -41.9% |
| 6M | +40.6% | +13.3% | +27.3% | +11.4% |
| YTD | +13.2% | +12.4% | +0.8% | -8.6% |
| 1Y | +2.3% | +17.3% | -15.0% | -22.5% |
| 3Y | +942.5% | +76.8% | +865.8% | +339.2% |
| All | +1,298.7% | +85.4% | +1,213.3% | +444.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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