+942.5%
CRDO vs TXG
+43.8%
+898.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.7% |
| 7D | -4.5% | +9.5% | -13.9% | -6.9% |
| 30D | -39.2% | +18.8% | -58.0% | -42.3% |
| 3M | -38.5% | +136.1% | -174.6% | -52.2% |
| 6M | +40.6% | +235.2% | -194.7% | -2.9% |
| YTD | +13.2% | +320.5% | -307.3% | -28.0% |
| 1Y | +2.3% | +425.2% | -422.9% | -39.8% |
| 3Y | +942.5% | +42.9% | +899.7% | +628.5% |
| All | +942.5% | +43.8% | +898.8% | +628.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling