+343.3%
SPGI vs CRS
+790.4%
-447.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.5% |
| 7D | +1.2% | +4.8% | -3.5% | +0.4% |
| 30D | +15.9% | -23.2% | +39.1% | +20.3% |
| 3M | +12.3% | -45.5% | +57.8% | +23.4% |
| 6M | +23.7% | -33.1% | +56.8% | +30.1% |
| YTD | -3.5% | -7.2% | +3.7% | -5.7% |
| 1Y | +0.4% | -10.0% | +10.4% | -1.4% |
| 3Y | +29.9% | +332.3% | -302.4% | -11.9% |
| 5Y | +15.2% | +801.9% | -786.7% | -35.7% |
| All | +343.3% | +790.4% | -447.1% | +121.7% |
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