+925.7%
CRDO vs STRL
+513.3%
+412.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.5% | -3.4% |
| 7D | -2.4% | +5.4% | -7.7% | -5.2% |
| 30D | -35.3% | -9.0% | -26.3% | -31.6% |
| 3M | -32.6% | -37.1% | +4.5% | -13.1% |
| 6M | +42.7% | +17.8% | +24.9% | +14.4% |
| YTD | +11.4% | +58.3% | -46.9% | -28.3% |
| 1Y | -2.2% | +61.0% | -63.2% | -38.4% |
| All | +925.7% | +513.3% | +412.4% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling