+579.5%
CEG vs SPGI
+22.4%
+557.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +11.8% | -1.4% | +13.2% | +12.4% |
| 30D | -6.5% | +15.3% | -21.8% | -11.5% |
| 3M | -1.2% | +16.5% | -17.7% | -7.2% |
| 6M | -8.0% | +19.8% | -27.9% | -15.5% |
| YTD | -21.9% | -3.2% | -18.6% | -21.7% |
| 1Y | -21.4% | +1.8% | -23.2% | -23.6% |
| 3Y | +130.0% | +30.6% | +99.4% | +91.6% |
| All | +579.5% | +22.4% | +557.2% | +471.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling