-16.9%
CRDO vs TXG
+406.9%
-423.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.4% | -13.0% | -10.4% |
| 7D | -21.4% | -19.3% | -2.2% | -17.4% |
| 30D | -35.8% | -30.9% | -4.8% | -31.1% |
| 3M | -42.6% | +41.1% | -83.7% | -48.1% |
| 6M | -24.2% | +211.9% | -236.1% | -41.4% |
| YTD | -5.1% | +314.0% | -319.1% | -32.9% |
| 1Y | -16.9% | +405.4% | -422.3% | -44.1% |
| All | -16.9% | +406.9% | -423.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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