+295.5%
SPGI vs CRL
+241.6%
+53.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.3% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +5.4% | +5.0% | +0.4% | +3.6% |
| 3M | +9.0% | +50.6% | -41.5% | -5.6% |
| 6M | +0.8% | +60.9% | -60.2% | -15.7% |
| YTD | -12.6% | +40.7% | -53.3% | -23.6% |
| 1Y | -16.1% | +73.3% | -89.4% | -32.4% |
| 3Y | +19.0% | +40.6% | -21.6% | -4.7% |
| 5Y | +5.1% | -37.0% | +42.0% | +17.2% |
| 10Y | +295.5% | +244.3% | +51.2% | +103.9% |
| All | +295.5% | +241.6% | +53.9% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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