+8.9%
CRCL vs MCO
-1.6%
+10.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | -11.2% | -3.8% | -7.5% | -9.4% |
| 30D | +27.1% | -0.4% | +27.5% | +27.6% |
| 3M | +9.6% | +7.7% | +1.9% | +5.1% |
| 6M | -19.7% | +7.0% | -26.7% | -23.3% |
| YTD | +14.2% | -6.4% | +20.7% | +17.5% |
| 1Y | -32.2% | -7.6% | -24.6% | -30.1% |
| All | +8.9% | -1.6% | +10.5% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling