+2,546.9%
SPGI vs CRL
+1,712.0%
+834.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -4.0% | -0.6% |
| 7D | -0.9% | +4.4% | -5.2% | -2.4% |
| 30D | +15.5% | +17.1% | -1.6% | +9.6% |
| 3M | +15.7% | +32.1% | -16.4% | +5.7% |
| 6M | +19.1% | +98.9% | -79.9% | -4.5% |
| YTD | -4.1% | +77.1% | -81.2% | -21.1% |
| 1Y | +1.2% | +110.3% | -109.1% | -21.0% |
| 3Y | +31.6% | +108.5% | -76.9% | -4.1% |
| 5Y | +12.4% | -7.9% | +20.3% | +2.9% |
| 10Y | +334.3% | +368.9% | -34.6% | +140.9% |
| All | +2,546.9% | +1,712.0% | +834.9% | +1,003.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling