+391.6%
LLY vs CRDO
+1,246.7%
-855.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -2.9% | -4.5% | +1.5% | -2.8% |
| 30D | -8.4% | -39.2% | +30.8% | -7.5% |
| 3M | -3.8% | -38.5% | +34.7% | -3.0% |
| 6M | +11.9% | +40.6% | -28.6% | +8.9% |
| YTD | +4.3% | +13.2% | -8.9% | +2.1% |
| 1Y | +48.5% | +2.3% | +46.2% | +45.2% |
| 3Y | +91.2% | +942.5% | -851.3% | +64.1% |
| All | +391.6% | +1,246.7% | -855.1% | +313.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling