-16.1%
SPGI vs CRL
+72.1%
-88.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.8% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +5.4% | +5.0% | +0.4% | +4.6% |
| 3M | +9.0% | +50.6% | -41.5% | +1.4% |
| 6M | +0.8% | +60.9% | -60.2% | -8.0% |
| YTD | -12.6% | +40.7% | -53.3% | -17.0% |
| 1Y | -16.1% | +73.3% | -89.4% | -20.4% |
| All | -16.1% | +72.1% | -88.2% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling