+87.9%
SPY vs CRDO
+1,287.8%
-1,199.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | -1.4% | -30.0% | +28.6% | +1.5% |
| 3M | +3.7% | -28.3% | +32.0% | +5.5% |
| 6M | +13.0% | +44.8% | -31.8% | +5.9% |
| YTD | +12.4% | +16.7% | -4.3% | +6.9% |
| 1Y | +18.5% | +12.7% | +5.9% | +11.8% |
| 3Y | +77.6% | +960.1% | -882.5% | +22.5% |
| All | +87.9% | +1,287.8% | -1,199.9% | +13.8% |
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