+20.3%
JPM vs CRDO
+23.6%
-3.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.0% |
| 7D | +0.3% | -26.7% | +27.0% | +0.9% |
| 30D | -0.2% | -24.1% | +23.9% | +0.3% |
| 3M | +15.9% | -21.6% | +37.5% | +15.8% |
| 6M | +20.9% | +66.3% | -45.4% | +17.5% |
| YTD | +12.9% | +18.5% | -5.7% | +10.5% |
| 1Y | +20.3% | +27.3% | -7.0% | +18.4% |
| All | +20.3% | +23.6% | -3.3% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling