+220,352.3%
CSCO vs SPGI
+15,492.2%
+204,860.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -10.1% | +8.4% | -18.5% | -13.5% |
| 3M | -15.7% | +11.8% | -27.5% | -20.9% |
| 6M | +36.3% | +5.7% | +30.6% | +30.4% |
| YTD | +43.8% | -9.7% | +53.5% | +45.7% |
| 1Y | +63.9% | -12.5% | +76.4% | +67.7% |
| 3Y | +104.4% | +21.8% | +82.5% | +78.3% |
| 5Y | +111.4% | +8.2% | +103.2% | +90.7% |
| 10Y | +361.7% | +309.5% | +52.2% | +121.1% |
| All | +220,352.3% | +15,492.2% | +204,860.1% | +15,390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling