+275.2%
MSTR vs CRDO
+900.7%
-625.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -1.8% |
| 7D | -11.2% | -2.4% | -8.9% | -10.6% |
| 30D | +33.8% | -35.3% | +69.1% | +50.1% |
| 3M | +11.5% | -32.6% | +44.0% | +19.6% |
| 6M | -7.2% | +42.7% | -49.9% | -23.7% |
| YTD | -15.4% | +11.4% | -26.8% | -26.3% |
| 1Y | -60.6% | -2.2% | -58.4% | -64.8% |
| All | +275.2% | +900.7% | -625.5% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling