+80.6%
CRWD vs MCO
+9.9%
+70.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -2.9% |
| 7D | -9.6% | +10.7% | -20.3% | -12.4% |
| 30D | -11.6% | +17.9% | -29.5% | -16.5% |
| 3M | +14.1% | +9.5% | +4.6% | +10.4% |
| 6M | +105.4% | +18.1% | +87.4% | +91.1% |
| YTD | +105.6% | +4.1% | +101.5% | +97.7% |
| 1Y | +80.6% | +9.3% | +71.2% | +74.3% |
| All | +80.6% | +9.9% | +70.7% | +74.3% |
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 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