+99.2%
CRDO vs VG
-34.8%
+134.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.9% |
| 7D | -2.4% | +7.0% | -9.4% | -4.0% |
| 30D | -35.3% | +17.2% | -52.5% | -37.9% |
| 3M | -32.6% | +16.8% | -49.3% | -36.2% |
| 6M | +42.7% | +36.3% | +6.4% | +18.8% |
| YTD | +11.4% | +127.9% | -116.5% | -28.4% |
| 1Y | -2.2% | +11.7% | -13.9% | -14.8% |
| All | +99.2% | -34.8% | +134.0% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling