+325.0%
COP vs SPGI
+337.7%
-12.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +0.7% | -1.4% | +2.0% | +1.3% |
| 30D | +0.2% | +15.3% | -15.0% | -6.4% |
| 3M | +10.2% | +16.5% | -6.3% | +2.1% |
| 6M | +20.1% | +19.8% | +0.3% | +8.5% |
| YTD | +50.5% | -3.2% | +53.8% | +48.9% |
| 1Y | +56.8% | +1.8% | +55.0% | +51.0% |
| 3Y | +30.3% | +30.6% | -0.3% | +6.8% |
| 5Y | +126.8% | +16.0% | +110.8% | +93.6% |
| 10Y | +325.0% | +338.6% | -13.6% | +77.5% |
| All | +325.0% | +337.7% | -12.7% | +77.5% |
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