+639.5%
CEG vs SPGI
+14.2%
+625.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +5.5% |
| 7D | +8.0% | +0.1% | +7.9% | +7.8% |
| 30D | +12.9% | +8.4% | +4.5% | +9.2% |
| 3M | +13.2% | +11.8% | +1.3% | +7.2% |
| 6M | -7.0% | +5.7% | -12.7% | -10.0% |
| YTD | -15.0% | -9.7% | -5.3% | -12.3% |
| 1Y | -2.7% | -12.5% | +9.7% | +1.4% |
| 3Y | +184.1% | +21.8% | +162.2% | +143.4% |
| All | +639.5% | +14.2% | +625.2% | +539.5% |
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 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