+79.8%
IBM vs CRDO
+917.2%
-837.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.9% |
| 7D | +3.6% | -4.5% | +8.0% | +3.8% |
| 30D | +3.1% | -39.2% | +42.3% | +5.7% |
| 3M | -10.8% | -38.5% | +27.6% | -9.3% |
| 6M | -0.8% | +40.6% | -41.4% | -5.6% |
| YTD | -16.2% | +13.2% | -29.4% | -19.4% |
| 1Y | -2.9% | +2.3% | -5.2% | -6.7% |
| 3Y | +79.8% | +942.5% | -862.7% | +40.1% |
| All | +79.8% | +917.2% | -837.3% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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