+325.1%
COP vs SPGI
+296.1%
+29.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +2.1% |
| 7D | -0.8% | -2.5% | +1.6% | +0.2% |
| 30D | +15.6% | +5.4% | +10.2% | +12.5% |
| 3M | +14.3% | +9.0% | +5.3% | +8.5% |
| 6M | +17.0% | +0.8% | +16.2% | +14.7% |
| YTD | +47.4% | -12.6% | +60.0% | +53.3% |
| 1Y | +52.4% | -16.1% | +68.5% | +61.2% |
| 3Y | +20.8% | +19.0% | +1.8% | +3.4% |
| 5Y | +191.7% | +5.1% | +186.6% | +160.1% |
| 10Y | +325.1% | +295.5% | +29.6% | +90.5% |
| All | +325.1% | +296.1% | +29.0% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling