+15.6%
CRCL vs SPGI
-11.3%
+26.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -4.1% |
| 7D | +7.5% | -2.5% | +10.0% | +9.1% |
| 30D | +44.3% | +5.4% | +38.9% | +40.9% |
| 3M | +16.5% | +9.0% | +7.5% | +10.3% |
| 6M | -5.6% | +0.8% | -6.4% | -6.5% |
| YTD | +21.3% | -12.6% | +33.9% | +27.6% |
| 1Y | -14.5% | -16.1% | +1.7% | -6.4% |
| All | +15.6% | -11.3% | +26.8% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling