+942.5%
CRDO vs TEVA
+280.8%
+661.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.0% |
| 7D | -4.5% | +2.0% | -6.5% | -5.0% |
| 30D | -39.2% | +1.0% | -40.2% | -39.6% |
| 3M | -38.5% | +7.3% | -45.8% | -40.4% |
| 6M | +40.6% | +21.7% | +18.9% | +30.0% |
| YTD | +13.2% | +18.8% | -5.6% | +5.4% |
| 1Y | +2.3% | +86.5% | -84.2% | -19.7% |
| 3Y | +942.5% | +269.4% | +673.1% | +606.5% |
| All | +942.5% | +280.8% | +661.7% | +606.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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