-28.5%
CEG vs SPGI
+0.8%
-29.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.2% |
| 7D | -4.7% | +0.3% | -5.0% | -4.7% |
| 30D | -16.6% | +18.4% | -34.9% | -15.7% |
| 3M | -4.1% | +15.7% | -19.8% | -3.4% |
| 6M | -22.3% | +17.3% | -39.6% | -21.5% |
| YTD | -28.9% | -4.7% | -24.2% | -28.5% |
| 1Y | -28.5% | +1.8% | -30.3% | -22.4% |
| All | -28.5% | +0.8% | -29.2% | -22.4% |
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