+298.3%
COP vs SPGI
+335.6%
-37.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -8.4% | -0.9% | -7.6% | -8.2% |
| 30D | +0.3% | +15.5% | -15.2% | -6.4% |
| 3M | +15.1% | +15.7% | -0.6% | +7.0% |
| 6M | +19.8% | +19.1% | +0.7% | +8.5% |
| YTD | +46.8% | -4.1% | +50.9% | +45.8% |
| 1Y | +59.7% | +1.2% | +58.5% | +54.2% |
| 3Y | +28.7% | +31.6% | -2.9% | +4.9% |
| 5Y | +110.7% | +12.4% | +98.2% | +83.4% |
| 10Y | +298.3% | +334.3% | -36.0% | +62.8% |
| All | +298.3% | +335.6% | -37.3% | +62.8% |
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