+189,363.8%
CSCO vs SPGI
+16,346.2%
+173,017.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -10.2% | +0.3% | -10.5% | -10.3% |
| 30D | -20.1% | +18.4% | -38.4% | -25.9% |
| 3M | -22.4% | +15.7% | -38.1% | -27.6% |
| 6M | +2.8% | +17.3% | -14.5% | -6.1% |
| YTD | +23.6% | -4.7% | +28.3% | +21.9% |
| 1Y | +34.0% | +1.8% | +32.2% | +28.2% |
| 3Y | +89.3% | +31.7% | +57.6% | +59.3% |
| 5Y | +87.9% | +12.1% | +75.8% | +66.7% |
| 10Y | +314.9% | +341.9% | -27.0% | +91.7% |
| All | +189,363.8% | +16,346.2% | +173,017.6% | +12,861.2% |
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