+27.3%
CRDO vs USFR
+4.0%
+23.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +4.7% |
| 7D | -26.7% | +0.1% | -26.8% | -24.7% |
| 30D | -24.1% | +0.3% | -24.4% | -12.2% |
| 3M | -21.6% | +1.0% | -22.6% | +26.7% |
| 6M | +66.3% | +1.9% | +64.4% | +245.7% |
| YTD | +18.5% | +2.6% | +15.9% | +163.6% |
| 1Y | +27.3% | +4.0% | +23.3% | +333.2% |
| All | +27.3% | +4.0% | +23.3% | +333.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling