+91.5%
CSCO vs SPGI
+15.2%
+76.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.5% |
| 7D | +1.9% | +1.2% | +0.7% | +1.6% |
| 30D | -15.8% | +15.9% | -31.8% | -18.9% |
| 3M | -15.4% | +12.3% | -27.7% | -18.0% |
| 6M | -5.4% | +23.7% | -29.1% | -11.7% |
| YTD | +26.5% | -3.5% | +30.0% | +27.4% |
| 1Y | +25.9% | +0.4% | +25.5% | +24.6% |
| 3Y | +97.5% | +29.9% | +67.6% | +73.7% |
| All | +91.5% | +15.2% | +76.3% | +76.5% |
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