+120.5%
SPGI vs CARR
+414.1%
-293.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.3% |
| 7D | -8.9% | -4.1% | -4.8% | -8.0% |
| 30D | +0.6% | -11.0% | +11.6% | +3.5% |
| 3M | +2.0% | -16.4% | +18.3% | +6.0% |
| 6M | +0.1% | -2.4% | +2.5% | -0.9% |
| YTD | -16.4% | +8.4% | -24.8% | -19.9% |
| 1Y | -18.9% | -8.0% | -11.0% | -19.0% |
| 3Y | +13.8% | +0.6% | +13.2% | +8.5% |
| 5Y | +0.5% | +7.7% | -7.2% | -9.7% |
| All | +120.5% | +414.1% | -293.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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