+1,276.1%
CRDO vs TYL
-24.1%
+1,300.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.9% |
| 7D | -2.4% | -11.5% | +9.2% | +1.2% |
| 30D | -35.3% | +3.9% | -39.2% | -36.4% |
| 3M | -32.6% | +10.8% | -43.3% | -36.8% |
| 6M | +42.7% | -5.3% | +48.0% | +42.2% |
| YTD | +11.4% | -26.1% | +37.5% | +24.2% |
| 1Y | -2.2% | -38.5% | +36.3% | +20.0% |
| 3Y | +912.1% | -14.5% | +926.5% | +867.6% |
| All | +1,276.1% | -24.1% | +1,300.1% | +1,235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling