+1,339.9%
CRDO vs STRL
+1,784.4%
-444.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -3.3% |
| 7D | -18.8% | +10.1% | -28.9% | -22.8% |
| 30D | -32.9% | -8.2% | -24.7% | -29.6% |
| 3M | -24.5% | -43.7% | +19.2% | +0.5% |
| 6M | +52.7% | +27.1% | +25.6% | +20.9% |
| YTD | +16.6% | +64.0% | -47.4% | -21.9% |
| 1Y | +13.7% | +75.2% | -61.5% | -26.8% |
| 3Y | +959.0% | +539.9% | +419.1% | +289.3% |
| All | +1,339.9% | +1,784.4% | -444.5% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling