-32.2%
CRCL vs MCO
-5.7%
-26.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.4% |
| 7D | -11.2% | -3.8% | -7.5% | -9.6% |
| 30D | +27.1% | -0.4% | +27.5% | +27.6% |
| 3M | +9.6% | +7.7% | +1.9% | +5.8% |
| 6M | -19.7% | +7.0% | -26.7% | -22.9% |
| YTD | +14.2% | -6.4% | +20.7% | +15.6% |
| 1Y | -32.2% | -7.6% | -24.6% | -34.7% |
| All | -32.2% | -5.7% | -26.6% | -34.7% |
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