+27.3%
CRDO vs MCO
+0.4%
+26.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.1% | +6.0% | +2.9% |
| 7D | -26.7% | -4.2% | -22.6% | -28.3% |
| 30D | -24.1% | +2.2% | -26.3% | -23.1% |
| 3M | -21.6% | +10.1% | -31.7% | -17.9% |
| 6M | +66.3% | +5.3% | +61.1% | +72.1% |
| YTD | +18.5% | -2.7% | +21.3% | +22.0% |
| 1Y | +27.3% | -0.4% | +27.7% | +34.7% |
| All | +27.3% | +0.4% | +26.9% | +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