-31.9%
CEG vs SPGI
+3.2%
-35.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.4% | -10.1% | -6.4% |
| 7D | -4.8% | +7.2% | -12.0% | -4.3% |
| 30D | -8.2% | +23.2% | -31.4% | -7.1% |
| 3M | -7.9% | +17.0% | -24.9% | -7.2% |
| 6M | -23.2% | +20.4% | -43.6% | -22.3% |
| YTD | -30.1% | -1.9% | -28.2% | -29.6% |
| 1Y | -31.9% | +2.9% | -34.8% | -28.5% |
| All | -31.9% | +3.2% | -35.1% | -28.5% |
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