+1,364.1%
CRDO vs XLP
+27.2%
+1,336.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.6% |
| 7D | -26.7% | -1.0% | -25.7% | -27.0% |
| 30D | -24.1% | -0.9% | -23.2% | -24.2% |
| 3M | -21.6% | +3.8% | -25.4% | -20.7% |
| 6M | +66.3% | -1.7% | +68.1% | +68.0% |
| YTD | +18.5% | +10.3% | +8.3% | +18.4% |
| 1Y | +27.3% | +7.8% | +19.5% | +27.6% |
| 3Y | +914.7% | +27.2% | +887.5% | +793.7% |
| All | +1,364.1% | +27.2% | +1,336.9% | +1,147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling