+942.5%
CRDO vs TW
+19.1%
+923.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.8% |
| 7D | -4.5% | -4.5% | 0.0% | -4.0% |
| 30D | -39.2% | -2.3% | -37.0% | -39.0% |
| 3M | -38.5% | +2.6% | -41.1% | -39.3% |
| 6M | +40.6% | -17.5% | +58.1% | +46.3% |
| YTD | +13.2% | -5.3% | +18.6% | +12.0% |
| 1Y | +2.3% | -14.8% | +17.0% | +5.0% |
| 3Y | +942.5% | +18.8% | +923.7% | +897.6% |
| All | +942.5% | +19.1% | +923.5% | +897.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling