+1,340.4%
CRWD vs MCO
+162.2%
+1,178.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.5% |
| 7D | -2.8% | -7.3% | +4.5% | +2.2% |
| 30D | -5.9% | -1.7% | -4.2% | -5.1% |
| 3M | +29.0% | +3.9% | +25.1% | +24.3% |
| 6M | +91.5% | +3.8% | +87.7% | +84.8% |
| YTD | +78.2% | -7.9% | +86.1% | +85.2% |
| 1Y | +96.6% | -6.8% | +103.5% | +100.2% |
| 3Y | +397.0% | +40.9% | +356.1% | +269.2% |
| 5Y | +218.9% | +27.5% | +191.4% | +151.3% |
| All | +1,340.4% | +162.2% | +1,178.2% | +613.9% |
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