+23.6%
JPM vs CRDO
+39.7%
-16.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.2% |
| 7D | -2.3% | -2.4% | 0.0% | -2.3% |
| 30D | -2.3% | -35.3% | +32.9% | -1.7% |
| 3M | +14.9% | -32.6% | +47.4% | +14.9% |
| 6M | +23.6% | +42.7% | -19.1% | +19.5% |
| All | +23.6% | +39.7% | -16.0% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling