+920.2%
CRDO vs TLN
+589.3%
+330.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.4% |
| 7D | +1.6% | +5.8% | -4.2% | -2.3% |
| 30D | -30.0% | -6.9% | -23.2% | -26.7% |
| 3M | -28.3% | -10.9% | -17.4% | -22.7% |
| 6M | +44.8% | -4.6% | +49.4% | +47.3% |
| YTD | +16.7% | -14.7% | +31.4% | +23.8% |
| 1Y | +12.7% | -17.9% | +30.6% | +23.8% |
| 3Y | +960.1% | +483.9% | +476.2% | +441.5% |
| All | +920.2% | +589.3% | +330.9% | +437.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling