+13,845.6%
SPGI vs CRS
+10,171.0%
+3,674.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.9% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | +8.4% | -16.6% | +25.0% | +12.6% |
| 3M | +11.8% | -3.5% | +15.3% | +11.7% |
| 6M | +5.7% | +15.4% | -9.7% | +0.5% |
| YTD | -9.7% | +51.2% | -60.9% | -19.9% |
| 1Y | -12.5% | +98.3% | -110.8% | -27.9% |
| 3Y | +21.8% | +651.5% | -629.7% | -29.8% |
| 5Y | +8.2% | +1,411.1% | -1,402.9% | -49.5% |
| 10Y | +309.5% | +1,424.3% | -1,114.8% | +66.1% |
| All | +13,845.6% | +10,171.0% | +3,674.6% | +3,243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling