-5.7%
CMG vs SPGI
+1.6%
-7.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | 0.0% | -1.3% |
| 7D | -6.5% | -3.1% | -3.4% | -5.2% |
| 30D | +12.1% | +2.0% | +10.1% | +10.7% |
| 3M | +20.6% | +4.3% | +16.3% | +16.8% |
| 6M | +2.1% | -0.2% | +2.3% | +1.2% |
| YTD | -2.6% | -14.8% | +12.2% | +3.7% |
| 1Y | -8.7% | -18.5% | +9.9% | -0.7% |
| 3Y | -7.4% | +16.0% | -23.3% | -21.0% |
| 5Y | -5.7% | +2.2% | -7.9% | -13.7% |
| All | -5.7% | +1.6% | -7.3% | -13.7% |
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