+942.5%
CRDO vs VUG
+86.2%
+856.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | -0.5% |
| 7D | -4.5% | -0.5% | -4.0% | -3.3% |
| 30D | -39.2% | -1.0% | -38.3% | -37.7% |
| 3M | -38.5% | +3.5% | -42.0% | -41.9% |
| 6M | +40.6% | +14.2% | +26.4% | +6.3% |
| YTD | +13.2% | +8.5% | +4.8% | -2.9% |
| 1Y | +2.3% | +12.9% | -10.6% | -17.3% |
| 3Y | +942.5% | +85.6% | +856.9% | +298.9% |
| All | +942.5% | +86.2% | +856.3% | +298.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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