+1,028.8%
CRDO vs TYL
-4.0%
+1,032.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -6.0% |
| 7D | +9.1% | +0.8% | +8.3% | +8.9% |
| 30D | -26.6% | +21.1% | -47.7% | -30.6% |
| 3M | -50.6% | +28.9% | -79.5% | -54.5% |
| 6M | -30.6% | +42.0% | -72.6% | -40.4% |
| YTD | -8.6% | -6.6% | -2.0% | -5.3% |
| 1Y | -8.0% | -9.1% | +1.1% | -3.7% |
| 3Y | +704.3% | +1.8% | +702.5% | +646.6% |
| All | +1,028.8% | -4.0% | +1,032.9% | +918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling