+942.5%
CRDO vs USHY
+27.0%
+915.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | -4.5% | -0.7% | -3.8% | -0.7% |
| 30D | -39.2% | -0.7% | -38.6% | -36.7% |
| 3M | -38.5% | +0.1% | -38.5% | -38.1% |
| 6M | +40.6% | +1.8% | +38.8% | +31.0% |
| YTD | +13.2% | +1.8% | +11.5% | +5.8% |
| 1Y | +2.3% | +3.3% | -1.0% | -10.8% |
| 3Y | +942.5% | +27.0% | +915.6% | +385.1% |
| All | +942.5% | +27.0% | +915.5% | +385.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling