+606.1%
COST vs SPGI
+292.2%
+313.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.2% | -7.4% | +6.2% | +1.6% |
| 30D | -4.7% | +0.4% | -5.1% | -5.0% |
| 3M | -7.1% | +5.3% | -12.4% | -9.3% |
| 6M | -8.5% | +1.7% | -10.2% | -9.9% |
| YTD | +5.4% | -16.4% | +21.7% | +10.9% |
| 1Y | -5.6% | -20.5% | +14.9% | +1.1% |
| 3Y | +68.5% | +14.2% | +54.3% | +55.1% |
| 5Y | +105.2% | +0.6% | +104.7% | +94.7% |
| All | +606.1% | +292.2% | +313.9% | +345.9% |
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