+942.5%
CRDO vs XLB
+31.1%
+911.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.3% |
| 7D | -4.5% | -2.8% | -1.6% | -1.7% |
| 30D | -39.2% | -3.1% | -36.1% | -37.6% |
| 3M | -38.5% | -0.2% | -38.3% | -39.5% |
| 6M | +40.6% | +3.1% | +37.5% | +34.0% |
| YTD | +13.2% | +13.3% | 0.0% | -5.1% |
| 1Y | +2.3% | +12.0% | -9.8% | -13.1% |
| 3Y | +942.5% | +31.4% | +911.1% | +673.9% |
| All | +942.5% | +31.1% | +911.4% | +673.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling