+900.1%
CRDO vs USAR
+68.6%
+831.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.5% |
| 7D | +1.6% | -4.4% | +6.1% | +2.1% |
| 30D | -30.0% | -10.4% | -19.6% | -29.3% |
| 3M | -28.3% | -18.4% | -10.0% | -26.9% |
| 6M | +44.8% | -8.8% | +53.6% | +46.1% |
| YTD | +16.7% | +43.4% | -26.7% | +14.1% |
| 1Y | +12.7% | +21.0% | -8.3% | +11.0% |
| 3Y | +960.1% | +67.7% | +892.4% | +1,010.1% |
| All | +900.1% | +68.6% | +831.5% | +962.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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