+27.3%
CRDO vs XLB
+17.4%
+9.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | -26.7% | -1.4% | -25.3% | -26.4% |
| 30D | -24.1% | -0.4% | -23.7% | -24.1% |
| 3M | -21.6% | +2.0% | -23.5% | -22.6% |
| 6M | +66.3% | +1.8% | +64.5% | +63.6% |
| YTD | +18.5% | +16.6% | +2.0% | +13.0% |
| 1Y | +27.3% | +16.9% | +10.4% | +21.5% |
| All | +27.3% | +17.4% | +9.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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