-0.8%
CRM vs SPGI
-0.2%
-0.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | -7.4% | +3.0% | +0.8% |
| 30D | +28.1% | +0.4% | +27.8% | +27.8% |
| 3M | +48.8% | +5.3% | +43.6% | +43.0% |
| 6M | +28.3% | +1.7% | +26.6% | +26.4% |
| YTD | -6.0% | -16.4% | +10.3% | +5.2% |
| 1Y | +1.4% | -20.5% | +21.9% | +17.2% |
| 3Y | +11.8% | +14.2% | -2.4% | -3.3% |
| All | -0.8% | -0.2% | -0.6% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling