+113.3%
CSCO vs SPGI
+8.3%
+105.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -10.1% | +8.4% | -18.5% | -12.1% |
| 3M | -15.7% | +11.8% | -27.5% | -18.9% |
| 6M | +36.3% | +5.7% | +30.6% | +33.1% |
| YTD | +43.8% | -9.7% | +53.5% | +47.4% |
| 1Y | +63.9% | -12.5% | +76.4% | +69.5% |
| 3Y | +104.4% | +21.8% | +82.5% | +83.1% |
| All | +113.3% | +8.3% | +105.0% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling