+14,631.7%
SPGI vs CRS
+6,376.2%
+8,255.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -1.0% |
| 7D | -0.8% | +7.4% | -8.2% | -2.5% |
| 30D | +14.3% | -21.2% | +35.5% | +19.2% |
| 3M | +14.5% | -43.3% | +57.8% | +28.1% |
| 6M | +17.3% | -29.4% | +46.7% | +23.8% |
| YTD | -4.6% | -4.7% | +0.1% | -7.3% |
| 1Y | +0.8% | -9.6% | +10.4% | -1.1% |
| 3Y | +28.8% | +355.5% | -326.7% | -17.9% |
| 5Y | +14.0% | +826.6% | -812.6% | -41.2% |
| 10Y | +332.5% | +846.1% | -513.6% | +94.2% |
| All | +14,631.7% | +6,376.2% | +8,255.6% | +3,764.8% |
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