+110.7%
CSCO vs SPGI
+28.6%
+82.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.4% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | -11.3% | +14.3% | -25.6% | -12.4% |
| 3M | -17.3% | +14.5% | -31.8% | -18.5% |
| 6M | +3.5% | +17.3% | -13.8% | +1.1% |
| YTD | +34.9% | -4.6% | +39.5% | +38.8% |
| 1Y | +40.5% | +0.8% | +39.7% | +41.3% |
| All | +110.7% | +28.6% | +82.1% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling