+26.0%
C vs SPGI
+3.2%
+22.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.2% |
| 7D | +1.1% | +7.2% | -6.1% | +0.1% |
| 30D | -2.4% | +23.2% | -25.7% | -5.2% |
| 3M | -8.4% | +17.0% | -25.4% | -10.4% |
| 6M | +0.3% | +20.4% | -20.1% | -2.5% |
| YTD | +9.1% | -1.9% | +11.0% | +9.4% |
| 1Y | +26.0% | +2.9% | +23.1% | +24.4% |
| All | +26.0% | +3.2% | +22.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling