+14,227.5%
COST vs SPGI
+15,052.7%
-825.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +5.0% | +1.2% | +3.8% | +4.6% |
| 30D | +12.8% | +15.9% | -3.1% | +7.4% |
| 3M | +15.2% | +12.3% | +2.9% | +10.6% |
| 6M | +7.4% | +23.7% | -16.3% | -0.6% |
| YTD | +29.0% | -3.5% | +32.6% | +28.6% |
| 1Y | +20.3% | +0.4% | +19.9% | +18.2% |
| 3Y | +99.0% | +29.9% | +69.1% | +78.2% |
| 5Y | +125.7% | +15.2% | +110.5% | +108.5% |
| 10Y | +775.3% | +337.2% | +438.2% | +406.9% |
| All | +14,227.5% | +15,052.7% | -825.2% | +1,903.6% |
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 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