+974.3%
CRDO vs XLP
+25.5%
+948.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | -1.4% |
| 7D | +1.6% | -2.9% | +4.5% | -2.3% |
| 30D | -30.0% | -2.2% | -27.8% | -31.6% |
| 3M | -28.3% | -0.6% | -27.8% | -27.0% |
| 6M | +44.8% | -2.2% | +47.0% | +46.5% |
| YTD | +16.7% | +8.3% | +8.4% | +28.1% |
| 1Y | +12.7% | +5.7% | +6.9% | +23.2% |
| All | +974.3% | +25.5% | +948.9% | +1,095.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling