-16.9%
CRDO vs STZ
+14.7%
-31.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +5.3% | -14.9% | -5.3% |
| 7D | -21.4% | +13.0% | -34.4% | -12.8% |
| 30D | -35.8% | +29.4% | -65.2% | -21.9% |
| 3M | -42.6% | +11.6% | -54.2% | -35.8% |
| 6M | -24.2% | -0.2% | -24.0% | -18.5% |
| YTD | -5.1% | +8.6% | -13.7% | +3.3% |
| 1Y | -16.9% | +15.9% | -32.8% | -6.7% |
| All | -16.9% | +14.7% | -31.6% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling