+172.5%
JPM vs CRDO
+1,224.9%
-1,052.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | 0.0% |
| 7D | -2.3% | -2.4% | 0.0% | -2.2% |
| 30D | -2.3% | -35.3% | +32.9% | +0.4% |
| 3M | +14.9% | -32.6% | +47.4% | +16.8% |
| 6M | +23.6% | +42.7% | -19.1% | +17.1% |
| YTD | +11.3% | +11.4% | -0.1% | +6.9% |
| 1Y | +19.9% | -2.2% | +22.1% | +15.5% |
| 3Y | +162.6% | +912.1% | -749.5% | +91.5% |
| All | +172.5% | +1,224.9% | -1,052.4% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling