+764.9%
CRDO vs XLP
+44.0%
+720.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.5% | +9.7% |
| 7D | +3.6% | -0.5% | +4.1% | +2.4% |
| 30D | -29.6% | +8.3% | -37.9% | -19.0% |
| 3M | -42.9% | +8.7% | -51.6% | -33.2% |
| 6M | -32.7% | +11.2% | -43.9% | -17.0% |
| YTD | -1.7% | +20.0% | -21.7% | +29.7% |
| 1Y | -10.8% | +21.3% | -32.1% | +19.1% |
| All | +764.9% | +44.0% | +720.9% | +1,102.9% |
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