+11.8%
CRM vs MCO
+42.6%
-30.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.9% |
| 7D | -4.4% | -3.8% | -0.7% | -2.1% |
| 30D | +28.1% | -0.4% | +28.5% | +28.3% |
| 3M | +48.8% | +7.7% | +41.1% | +42.1% |
| 6M | +28.3% | +7.0% | +21.3% | +23.3% |
| YTD | -6.0% | -6.4% | +0.4% | -2.7% |
| 1Y | +1.4% | -7.6% | +9.1% | +5.5% |
| 3Y | +11.8% | +43.2% | -31.4% | -7.2% |
| All | +11.8% | +42.6% | -30.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling