+1,339.9%
CRDO vs STT
+130.3%
+1,209.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -0.8% |
| 7D | -18.8% | +2.2% | -21.0% | -20.3% |
| 30D | -32.9% | +3.9% | -36.8% | -34.7% |
| 3M | -24.5% | +19.2% | -43.7% | -33.3% |
| 6M | +52.7% | +60.4% | -7.6% | +9.3% |
| YTD | +16.6% | +51.5% | -34.9% | -13.8% |
| 1Y | +13.7% | +76.3% | -62.6% | -24.7% |
| 3Y | +959.0% | +200.7% | +758.3% | +382.0% |
| All | +1,339.9% | +130.3% | +1,209.6% | +606.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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