+942.5%
CRDO vs XLC
+73.1%
+869.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +0.2% |
| 7D | -4.5% | +0.5% | -5.0% | -5.2% |
| 30D | -39.2% | +2.1% | -41.3% | -41.8% |
| 3M | -38.5% | +0.7% | -39.1% | -41.4% |
| 6M | +40.6% | -3.2% | +43.8% | +42.8% |
| YTD | +13.2% | -3.8% | +17.0% | +15.9% |
| 1Y | +2.3% | -2.0% | +4.3% | +1.5% |
| 3Y | +942.5% | +71.4% | +871.2% | +367.0% |
| All | +942.5% | +73.1% | +869.4% | +367.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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