+1,298.7%
CRDO vs TTD
-77.1%
+1,375.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.0% |
| 7D | -4.5% | -0.6% | -3.8% | -4.3% |
| 30D | -39.2% | +6.3% | -45.5% | -40.5% |
| 3M | -38.5% | -24.1% | -14.3% | -36.2% |
| 6M | +40.6% | -47.4% | +88.0% | +59.5% |
| YTD | +13.2% | -62.2% | +75.5% | +39.4% |
| 1Y | +2.3% | -68.3% | +70.6% | +31.4% |
| 3Y | +942.5% | -83.4% | +1,026.0% | +1,361.2% |
| All | +1,298.7% | -77.1% | +1,375.8% | +1,660.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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