-16.9%
CRDO vs USHY
+1.9%
-18.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.7% | -10.2% | -14.4% |
| 7D | -21.4% | -0.2% | -21.2% | -20.1% |
| 30D | -35.8% | +0.7% | -36.4% | -38.3% |
| 3M | -42.6% | -2.2% | -40.4% | -31.1% |
| 6M | -24.2% | -0.9% | -23.3% | -16.4% |
| YTD | -5.1% | +0.2% | -5.3% | -2.2% |
| 1Y | -16.9% | +1.7% | -18.6% | -31.9% |
| All | -16.9% | +1.9% | -18.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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