+338.6%
SPGI vs CRS
+882.2%
-543.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.2% | -0.1% |
| 7D | -1.4% | +4.4% | -5.7% | -2.2% |
| 30D | +15.3% | -19.1% | +34.4% | +18.6% |
| 3M | +16.5% | -43.2% | +59.7% | +27.2% |
| 6M | +19.8% | -28.9% | +48.7% | +24.7% |
| YTD | -3.2% | -3.0% | -0.3% | -6.1% |
| 1Y | +1.8% | -5.3% | +7.1% | -0.9% |
| 3Y | +30.6% | +363.5% | -333.0% | -12.5% |
| 5Y | +16.0% | +858.2% | -842.1% | -35.9% |
| 10Y | +338.6% | +862.9% | -524.3% | +118.1% |
| All | +338.6% | +882.2% | -543.7% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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