+9.7%
CRM vs SPGI
+13.8%
-4.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.7% |
| 7D | -8.1% | -8.9% | +0.8% | -2.6% |
| 30D | +23.1% | +0.6% | +22.4% | +22.6% |
| 3M | +42.5% | +2.0% | +40.6% | +40.4% |
| 6M | +25.3% | +0.1% | +25.2% | +24.9% |
| YTD | -7.8% | -16.4% | +8.6% | +1.5% |
| 1Y | +1.0% | -18.9% | +20.0% | +12.9% |
| All | +9.7% | +13.8% | -4.0% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling