+942.5%
CRDO vs VICR
+209.3%
+733.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | -3.1% |
| 7D | -4.5% | +5.0% | -9.4% | -6.7% |
| 30D | -39.2% | -12.5% | -26.8% | -36.0% |
| 3M | -38.5% | -33.6% | -4.9% | -27.6% |
| 6M | +40.6% | +10.7% | +29.9% | +32.2% |
| YTD | +13.2% | +80.6% | -67.3% | -15.9% |
| 1Y | +2.3% | +288.4% | -286.1% | -47.8% |
| 3Y | +942.5% | +213.8% | +728.8% | +438.2% |
| All | +942.5% | +209.3% | +733.3% | +438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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