+335.7%
CSCO vs SPGI
+329.2%
+6.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.8% |
| 7D | +6.6% | -0.8% | +7.4% | +6.9% |
| 30D | -11.3% | +14.3% | -25.6% | -16.1% |
| 3M | -17.3% | +14.5% | -31.8% | -22.2% |
| 6M | +3.5% | +17.3% | -13.8% | -4.8% |
| YTD | +34.9% | -4.6% | +39.5% | +34.1% |
| 1Y | +40.5% | +0.8% | +39.7% | +35.9% |
| 3Y | +109.3% | +28.8% | +80.5% | +77.0% |
| 5Y | +105.9% | +14.0% | +91.9% | +81.3% |
| All | +335.7% | +329.2% | +6.5% | +91.4% |
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