+138.2%
SPGI vs CARR
+441.9%
-303.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -1.8% |
| 7D | +0.1% | +1.6% | -1.4% | -0.2% |
| 30D | +8.4% | -8.7% | +17.2% | +10.8% |
| 3M | +11.8% | -12.6% | +24.4% | +14.9% |
| 6M | +5.7% | -1.5% | +7.3% | +4.5% |
| YTD | -9.7% | +14.3% | -24.0% | -14.6% |
| 1Y | -12.5% | -4.6% | -7.9% | -13.3% |
| 3Y | +21.8% | +7.3% | +14.5% | +14.3% |
| 5Y | +8.2% | +11.6% | -3.5% | -3.7% |
| All | +138.2% | +441.9% | -303.7% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling