+5.6%
CDE vs SPGI
+3.2%
+2.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.4% | +5.4% | +8.1% |
| 7D | +1.1% | +7.2% | -6.1% | -0.2% |
| 30D | -14.5% | +23.2% | -37.7% | -17.9% |
| 3M | -10.1% | +17.0% | -27.1% | -12.9% |
| 6M | -16.9% | +20.4% | -37.3% | -20.4% |
| YTD | -18.1% | -1.9% | -16.2% | -20.0% |
| 1Y | +5.6% | +2.9% | +2.7% | -1.0% |
| All | +5.6% | +3.2% | +2.4% | -1.0% |
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