-16.9%
CRDO vs XLP
+24.3%
-41.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.4% | -12.9% | -0.9% |
| 7D | -21.4% | +5.9% | -27.3% | -7.8% |
| 30D | -35.8% | +13.5% | -49.2% | -9.2% |
| 3M | -42.6% | +8.4% | -51.0% | -26.3% |
| 6M | -24.2% | +11.5% | -35.7% | +7.5% |
| YTD | -5.1% | +20.6% | -25.8% | +48.7% |
| 1Y | -16.9% | +24.3% | -41.2% | +39.5% |
| All | -16.9% | +24.3% | -41.2% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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