+890.0%
CRDO vs TLN
+574.4%
+315.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.4% |
| 7D | -4.5% | -1.3% | -3.1% | -3.6% |
| 30D | -39.2% | -14.3% | -24.9% | -32.7% |
| 3M | -38.5% | -9.3% | -29.2% | -34.2% |
| 6M | +40.6% | -1.1% | +41.7% | +39.9% |
| YTD | +13.2% | -16.6% | +29.8% | +22.0% |
| 1Y | +2.3% | -22.0% | +24.3% | +16.3% |
| 3Y | +942.5% | +470.2% | +472.4% | +440.9% |
| All | +890.0% | +574.4% | +315.6% | +429.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling