+282.6%
SPGI vs CRS
+1,409.1%
-1,126.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.5% |
| 7D | -8.9% | -4.1% | -4.8% | -8.3% |
| 30D | +0.6% | -16.6% | +17.2% | +3.7% |
| 3M | +2.0% | -14.3% | +16.2% | +4.0% |
| 6M | +0.1% | +11.6% | -11.5% | -3.3% |
| YTD | -16.4% | +42.6% | -59.0% | -23.3% |
| 1Y | -18.9% | +81.8% | -100.8% | -29.8% |
| 3Y | +13.8% | +632.1% | -618.3% | -28.8% |
| 5Y | +0.5% | +1,401.6% | -1,401.1% | -47.9% |
| All | +282.6% | +1,409.1% | -1,126.5% | +77.5% |
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