+60.7%
COP vs SPGI
+3.2%
+57.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.5% | -5.1% |
| 7D | -8.1% | +7.2% | -15.3% | -8.1% |
| 30D | +6.7% | +23.2% | -16.6% | +6.6% |
| 3M | +16.9% | +17.0% | -0.1% | +16.8% |
| 6M | +11.2% | +20.4% | -9.2% | +10.8% |
| YTD | +49.5% | -1.9% | +51.4% | +50.1% |
| 1Y | +60.7% | +2.9% | +57.8% | +56.1% |
| All | +60.7% | +3.2% | +57.5% | +56.1% |
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