+1,298.7%
CRDO vs XYZ
-26.5%
+1,325.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -4.5% | -4.3% | -0.2% | -2.9% |
| 30D | -39.2% | +1.2% | -40.4% | -39.9% |
| 3M | -38.5% | +14.6% | -53.1% | -42.8% |
| 6M | +40.6% | +22.6% | +18.0% | +27.2% |
| YTD | +13.2% | +21.7% | -8.4% | +1.5% |
| 1Y | +2.3% | +6.7% | -4.4% | -3.7% |
| 3Y | +942.5% | +46.8% | +895.7% | +746.1% |
| All | +1,298.7% | -26.5% | +1,325.3% | +1,181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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