+186.4%
COP vs SPGI
+8.3%
+178.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +17.5% | +8.4% | +9.1% | +15.5% |
| 3M | +13.4% | +11.8% | +1.5% | +10.2% |
| 6M | +17.7% | +5.7% | +12.0% | +15.7% |
| YTD | +46.6% | -9.7% | +56.3% | +49.2% |
| 1Y | +44.6% | -12.5% | +57.1% | +48.2% |
| 3Y | +20.7% | +21.8% | -1.1% | +12.1% |
| All | +186.4% | +8.3% | +178.1% | +170.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling