+1,276.1%
CRDO vs THC
+258.4%
+1,017.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.0% |
| 7D | -2.4% | 0.0% | -2.3% | -2.3% |
| 30D | -35.3% | +1.5% | -36.8% | -35.5% |
| 3M | -32.6% | +59.9% | -92.4% | -42.4% |
| 6M | +42.7% | +11.0% | +31.7% | +36.6% |
| YTD | +11.4% | +32.6% | -21.2% | -1.1% |
| 1Y | -2.2% | +37.4% | -39.6% | -15.0% |
| 3Y | +912.1% | +252.5% | +659.5% | +502.1% |
| All | +1,276.1% | +258.4% | +1,017.6% | +679.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling