+45.9%
CSCO vs SPGI
+3.2%
+42.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.7% | +1.3% |
| 7D | -6.1% | +7.2% | -13.3% | -4.7% |
| 30D | -8.2% | +23.2% | -31.4% | -4.2% |
| 3M | -14.6% | +17.0% | -31.6% | -11.6% |
| 6M | +12.7% | +20.4% | -7.7% | +17.4% |
| YTD | +37.0% | -1.9% | +38.9% | +41.3% |
| 1Y | +45.9% | +2.9% | +43.0% | +50.8% |
| All | +45.9% | +3.2% | +42.7% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling