+4,100.0%
CMG vs SPGI
+1,270.9%
+2,829.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -0.9% |
| 7D | -2.8% | +0.1% | -3.0% | -3.0% |
| 30D | +7.1% | +8.4% | -1.3% | +3.1% |
| 3M | +31.2% | +11.8% | +19.3% | +23.8% |
| 6M | +0.7% | +5.7% | -5.0% | -2.6% |
| YTD | -0.1% | -9.7% | +9.6% | +2.9% |
| 1Y | -10.7% | -12.5% | +1.7% | -7.4% |
| 3Y | -4.7% | +21.8% | -26.5% | -15.9% |
| 5Y | -3.8% | +8.2% | -11.9% | -10.8% |
| 10Y | +352.5% | +309.5% | +43.0% | +133.5% |
| All | +4,100.0% | +1,270.9% | +2,829.1% | +1,129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling