+1,276.1%
CRDO vs USFR
+20.4%
+1,255.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.6% | -4.3% |
| 7D | -2.4% | +0.1% | -2.4% | -1.4% |
| 30D | -35.3% | +0.3% | -35.6% | -32.6% |
| 3M | -32.6% | +1.0% | -33.5% | -23.8% |
| 6M | +42.7% | +1.9% | +40.8% | +78.1% |
| YTD | +11.4% | +2.7% | +8.7% | +49.3% |
| 1Y | -2.2% | +4.0% | -6.2% | +48.2% |
| 3Y | +912.1% | +14.1% | +898.0% | +3,086.4% |
| All | +1,276.1% | +20.4% | +1,255.7% | +11,872.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling