+17.3%
SPGI vs CRS
-30.0%
+47.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.5% |
| 7D | -0.8% | +7.4% | -8.2% | -0.2% |
| 30D | +14.3% | -21.2% | +35.5% | +11.1% |
| 3M | +14.5% | -43.3% | +57.8% | +5.9% |
| 6M | +17.3% | -29.4% | +46.7% | +9.2% |
| All | +17.3% | -30.0% | +47.3% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling