+113.6%
C vs SPGI
+14.7%
+98.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -0.4% | -1.4% | +0.9% | +0.2% |
| 30D | -5.3% | +15.3% | -20.6% | -11.1% |
| 3M | -8.0% | +16.5% | -24.5% | -14.3% |
| 6M | -0.3% | +19.8% | -20.1% | -9.2% |
| YTD | +8.6% | -3.2% | +11.9% | +9.0% |
| 1Y | +25.8% | +1.8% | +24.0% | +22.6% |
| 3Y | +221.2% | +30.6% | +190.6% | +174.6% |
| 5Y | +113.6% | +16.0% | +97.5% | +71.1% |
| All | +113.6% | +14.7% | +98.9% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling