+27.3%
CRDO vs TLN
-17.2%
+44.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.1% | +1.4% |
| 7D | -26.7% | +7.1% | -33.8% | -30.2% |
| 30D | -24.1% | -3.9% | -20.2% | -21.8% |
| 3M | -21.6% | -16.2% | -5.4% | -11.9% |
| 6M | +66.3% | -5.8% | +72.2% | +72.1% |
| YTD | +18.5% | -15.4% | +34.0% | +23.9% |
| 1Y | +27.3% | -16.7% | +44.0% | +30.0% |
| All | +27.3% | -17.2% | +44.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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