+1,028.8%
CRDO vs XLP
+39.8%
+989.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.4% | -5.2% |
| 7D | +9.1% | +2.5% | +6.6% | +10.6% |
| 30D | -26.6% | +7.3% | -33.9% | -23.4% |
| 3M | -50.6% | +8.1% | -58.6% | -47.9% |
| 6M | -30.6% | +10.5% | -41.0% | -25.9% |
| YTD | -8.6% | +21.2% | -29.8% | -3.4% |
| 1Y | -8.0% | +22.7% | -30.7% | -3.0% |
| 3Y | +704.3% | +44.8% | +659.5% | +627.7% |
| All | +1,028.8% | +39.8% | +989.0% | +917.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling