+5,760.6%
CRM vs MCO
+1,741.1%
+4,019.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.1% |
| 7D | -4.4% | -3.8% | -0.7% | -2.4% |
| 30D | +28.1% | -0.4% | +28.5% | +28.4% |
| 3M | +48.8% | +7.7% | +41.1% | +43.1% |
| 6M | +28.3% | +7.0% | +21.3% | +23.9% |
| YTD | -6.0% | -6.4% | +0.4% | -2.8% |
| 1Y | +1.4% | -7.6% | +9.1% | +5.3% |
| 3Y | +11.8% | +43.2% | -31.4% | -8.8% |
| 5Y | -2.0% | +29.6% | -31.6% | -15.9% |
| 10Y | +239.6% | +389.2% | -149.6% | +50.2% |
| All | +5,760.6% | +1,741.1% | +4,019.5% | +739.3% |
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