+4,560.7%
COP vs SPGI
+14,867.5%
-10,306.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -11.5% | +0.3% | -11.8% | -11.8% |
| 30D | +5.0% | +18.4% | -13.4% | -1.8% |
| 3M | +17.5% | +15.7% | +1.8% | +10.6% |
| 6M | +16.2% | +17.3% | -1.0% | +7.9% |
| YTD | +48.8% | -4.7% | +53.5% | +47.9% |
| 1Y | +64.1% | +1.8% | +62.3% | +58.9% |
| 3Y | +25.7% | +31.7% | -6.0% | +8.5% |
| 5Y | +114.4% | +12.1% | +102.3% | +92.9% |
| 10Y | +331.7% | +341.9% | -10.3% | +129.9% |
| All | +4,560.7% | +14,867.5% | -10,306.8% | +732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling