+5,676.4%
CRM vs SPGI
+1,574.9%
+4,101.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.5% |
| 7D | -5.0% | -3.1% | -1.9% | -3.1% |
| 30D | +23.6% | +2.0% | +21.6% | +22.2% |
| 3M | +39.6% | +4.3% | +35.3% | +35.7% |
| 6M | +23.4% | -0.2% | +23.7% | +23.5% |
| YTD | -7.4% | -14.8% | +7.4% | +1.3% |
| 1Y | -2.3% | -18.5% | +16.2% | +9.2% |
| 3Y | +10.5% | +16.0% | -5.4% | -0.9% |
| 5Y | -4.7% | +2.2% | -6.9% | -8.2% |
| 10Y | +234.7% | +296.4% | -61.7% | +44.9% |
| All | +5,676.4% | +1,574.9% | +4,101.4% | +814.9% |
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