+104.4%
COST vs SPGI
+1.6%
+102.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | +0.2% |
| 7D | -2.8% | -3.1% | +0.3% | -1.7% |
| 30D | -5.3% | +2.0% | -7.3% | -6.2% |
| 3M | -6.7% | +4.3% | -11.0% | -8.8% |
| 6M | -9.9% | -0.2% | -9.7% | -10.7% |
| YTD | +5.1% | -14.8% | +19.9% | +10.8% |
| 1Y | -7.3% | -18.5% | +11.3% | -0.4% |
| 3Y | +70.4% | +16.0% | +54.4% | +51.3% |
| 5Y | +104.4% | +2.2% | +102.2% | +90.6% |
| All | +104.4% | +1.6% | +102.8% | +90.6% |
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