+306.4%
CSCO vs SPGI
+333.9%
-27.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -10.2% | +0.3% | -10.5% | -10.3% |
| 30D | -20.1% | +18.4% | -38.4% | -25.4% |
| 3M | -22.1% | +15.7% | -37.8% | -26.9% |
| 6M | +3.2% | +17.3% | -14.1% | -5.1% |
| YTD | +24.1% | -4.7% | +28.8% | +23.5% |
| 1Y | +34.6% | +1.8% | +32.7% | +29.5% |
| 3Y | +90.0% | +31.7% | +58.3% | +59.0% |
| 5Y | +88.6% | +12.1% | +76.5% | +67.5% |
| All | +306.4% | +333.9% | -27.5% | +71.7% |
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 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