-6.0%
PEP vs CRDO
+1,246.7%
-1,252.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.2% |
| 7D | -1.0% | -4.5% | +3.5% | -1.1% |
| 30D | -0.7% | -39.2% | +38.6% | -2.0% |
| 3M | -4.1% | -38.5% | +34.3% | -5.1% |
| 6M | -13.1% | +40.6% | -53.6% | -12.0% |
| YTD | -2.1% | +13.2% | -15.4% | -1.2% |
| 1Y | -1.7% | +2.3% | -3.9% | -0.7% |
| 3Y | -15.1% | +942.5% | -957.6% | -14.4% |
| All | -6.0% | +1,246.7% | -1,252.7% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling