-67.5%
CBRS vs SPGI
+23.3%
-90.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.4% | +7.6% | +8.3% |
| 7D | +10.0% | -1.4% | +11.4% | +8.5% |
| 30D | -31.1% | +15.3% | -46.3% | -21.1% |
| 3M | -56.9% | +16.5% | -73.5% | -49.5% |
| All | -67.5% | +23.3% | -90.8% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling