+395.4%
LLY vs CRDO
+1,287.8%
-892.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.1% | +1.6% | -4.7% | -3.1% |
| 30D | -8.6% | -30.0% | +21.4% | -8.0% |
| 3M | -1.6% | -28.3% | +26.7% | -1.4% |
| 6M | +11.8% | +44.8% | -32.9% | +8.8% |
| YTD | +5.1% | +16.7% | -11.6% | +2.8% |
| 1Y | +50.7% | +12.7% | +38.0% | +46.8% |
| 3Y | +95.7% | +960.1% | -864.4% | +67.9% |
| All | +395.4% | +1,287.8% | -892.4% | +316.8% |
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