+0.8%
SPGI vs CRH
+93.9%
-93.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -7.4% | -6.1% | -1.3% | -5.5% |
| 30D | +0.4% | -9.3% | +9.6% | +3.5% |
| 3M | +5.3% | -15.2% | +20.5% | +10.7% |
| 6M | +1.7% | -14.2% | +15.9% | +5.7% |
| YTD | -16.4% | -28.3% | +11.9% | -7.9% |
| 1Y | -20.5% | -21.8% | +1.3% | -15.6% |
| 3Y | +14.2% | +71.6% | -57.4% | -14.3% |
| All | +0.8% | +93.9% | -93.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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