-13.1%
CRCL vs MCO
+0.4%
-13.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | +17.1% | -4.2% | +21.3% | +19.3% |
| 30D | +61.3% | +2.2% | +59.1% | +59.6% |
| 3M | +12.7% | +10.1% | +2.6% | +6.8% |
| 6M | -3.1% | +5.3% | -8.3% | -6.4% |
| YTD | +28.7% | -2.7% | +31.4% | +29.2% |
| 1Y | -13.1% | -0.4% | -12.8% | -14.4% |
| All | -13.1% | +0.4% | -13.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling