+942.5%
CRDO vs TXT
+7.0%
+935.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +0.5% |
| 7D | -4.5% | +2.5% | -6.9% | -5.7% |
| 30D | -39.2% | -8.9% | -30.4% | -36.3% |
| 3M | -38.5% | -13.6% | -24.9% | -33.8% |
| 6M | +40.6% | -13.1% | +53.7% | +50.6% |
| YTD | +13.2% | -7.0% | +20.3% | +15.4% |
| 1Y | +2.3% | -1.4% | +3.7% | +0.7% |
| 3Y | +942.5% | +7.0% | +935.6% | +894.3% |
| All | +942.5% | +7.0% | +935.5% | +894.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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