+366.8%
CSCO vs SPGI
+296.1%
+70.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.3% |
| 7D | -0.5% | -2.5% | +2.0% | +0.4% |
| 30D | -10.1% | +5.4% | -15.5% | -12.3% |
| 3M | -11.7% | +9.0% | -20.8% | -16.0% |
| 6M | +40.1% | +0.8% | +39.3% | +37.2% |
| YTD | +43.8% | -12.6% | +56.4% | +48.4% |
| 1Y | +66.6% | -16.1% | +82.7% | +74.7% |
| 3Y | +108.5% | +19.0% | +89.5% | +82.0% |
| 5Y | +114.0% | +5.1% | +108.9% | +94.5% |
| 10Y | +366.8% | +295.5% | +71.4% | +112.8% |
| All | +366.8% | +296.1% | +70.7% | +112.8% |
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 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