+1,298.7%
CRDO vs MCO
+50.4%
+1,248.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.7% |
| 7D | -4.5% | -3.8% | -0.7% | -2.4% |
| 30D | -39.2% | -0.4% | -38.8% | -39.3% |
| 3M | -38.5% | +7.7% | -46.2% | -42.8% |
| 6M | +40.6% | +7.0% | +33.6% | +30.1% |
| YTD | +13.2% | -6.4% | +19.7% | +13.5% |
| 1Y | +2.3% | -7.6% | +9.9% | +2.3% |
| 3Y | +942.5% | +43.2% | +899.3% | +603.8% |
| All | +1,298.7% | +50.4% | +1,248.3% | +766.7% |
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 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