+154.4%
SPGI vs CARR
+394.0%
-239.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | +3.5% | -2.2% | +0.4% |
| 30D | +15.9% | +0.4% | +15.6% | +15.7% |
| 3M | +12.3% | -14.1% | +26.4% | +16.4% |
| 6M | +23.7% | -16.7% | +40.4% | +28.3% |
| YTD | -3.5% | +4.2% | -7.7% | -6.8% |
| 1Y | +0.4% | -0.2% | +0.6% | -1.9% |
| 3Y | +29.9% | +10.9% | +19.0% | +20.4% |
| 5Y | +15.2% | +3.9% | +11.3% | +4.5% |
| All | +154.4% | +394.0% | -239.6% | +80.4% |
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