+61.9%
XLF vs CRDO
+1,246.7%
-1,184.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.6% |
| 7D | -1.5% | -4.5% | +3.0% | -1.2% |
| 30D | -1.2% | -39.2% | +38.1% | +1.3% |
| 3M | +9.2% | -38.5% | +47.6% | +11.2% |
| 6M | +16.3% | +40.6% | -24.3% | +11.4% |
| YTD | +5.4% | +13.2% | -7.8% | +1.9% |
| 1Y | +7.6% | +2.3% | +5.3% | +3.9% |
| 3Y | +74.2% | +942.5% | -868.3% | +29.8% |
| All | +61.9% | +1,246.7% | -1,184.8% | +6.4% |
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