+974.3%
CRDO vs TYL
-12.9%
+987.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +1.6% | -8.6% | +10.2% | +1.8% |
| 30D | -30.0% | +7.5% | -37.6% | -30.2% |
| 3M | -28.3% | +10.9% | -39.3% | -28.9% |
| 6M | +44.8% | -6.7% | +51.5% | +50.3% |
| YTD | +16.7% | -24.5% | +41.2% | +29.2% |
| 1Y | +12.7% | -38.6% | +51.3% | +35.2% |
| All | +974.3% | -12.9% | +987.3% | +980.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling