+33.6%
TSLA vs CRDO
+917.2%
-883.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +3.2% | -4.5% | +7.7% | +4.2% |
| 30D | +11.6% | -39.2% | +50.8% | +22.9% |
| 3M | -8.4% | -38.5% | +30.0% | -1.2% |
| 6M | -10.4% | +40.6% | -51.0% | -21.8% |
| YTD | -18.7% | +13.2% | -32.0% | -26.6% |
| 1Y | -0.9% | +2.3% | -3.2% | -10.1% |
| 3Y | +33.6% | +942.5% | -909.0% | -40.7% |
| All | +33.6% | +917.2% | -883.6% | -40.7% |
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